-31.3%
MARA vs VLTO
+69.5%
-100.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +0.5% | +7.5% | +7.8% |
| 7D | -6.2% | +5.4% | -11.6% | -8.6% |
| 30D | -38.7% | +22.3% | -61.0% | -45.1% |
| 3M | -40.4% | +19.6% | -60.0% | -46.0% |
| 6M | -51.3% | +35.2% | -86.4% | -60.3% |
| YTD | -29.3% | +17.9% | -47.1% | -35.7% |
| 1Y | -60.2% | +19.5% | -79.7% | -64.6% |
| 3Y | -31.3% | +73.9% | -105.2% | -42.0% |
| All | -31.3% | +69.5% | -100.8% | -42.0% |
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