-23.9%
MARA vs VLTO
+70.6%
-94.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.6% | -3.6% | -3.2% |
| 7D | +10.1% | +1.0% | +9.1% | +9.6% |
| 30D | -15.1% | +17.5% | -32.5% | -22.2% |
| 3M | -24.1% | +21.4% | -45.5% | -31.9% |
| 6M | -45.2% | +38.1% | -83.3% | -56.2% |
| YTD | -22.2% | +19.0% | -41.2% | -29.7% |
| 1Y | -45.3% | +20.7% | -66.0% | -51.7% |
| 3Y | -23.9% | +64.3% | -88.1% | -42.2% |
| All | -23.9% | +70.6% | -94.4% | -42.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling