-22.2%
MARA vs VLTO
-9.1%
-13.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.8% | +5.4% | +4.4% |
| 7D | +15.6% | -1.6% | +17.2% | +15.2% |
| 30D | +17.2% | -2.9% | +20.1% | +16.2% |
| 3M | -14.2% | +12.7% | -26.8% | -14.0% |
| 6M | +47.7% | +1.6% | +46.1% | +49.4% |
| YTD | +31.7% | -4.0% | +35.7% | +32.6% |
| 1Y | -22.2% | -10.2% | -12.0% | -21.1% |
| All | -22.2% | -9.1% | -13.0% | -21.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded VLTO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling