-74.1%
MARA vs VMC
+156.6%
-230.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +4.0% | +4.2% |
| 7D | +5.9% | -3.8% | +9.7% | +8.9% |
| 30D | +24.3% | -9.7% | +34.0% | +33.7% |
| 3M | -12.0% | -9.6% | -2.3% | -7.0% |
| 6M | +40.1% | -4.8% | +45.0% | +41.1% |
| YTD | +33.4% | -10.9% | +44.3% | +41.6% |
| 1Y | -23.7% | -15.6% | -8.2% | -15.4% |
| 3Y | +19.0% | +19.3% | -0.4% | +2.7% |
| 5Y | -66.5% | +48.0% | -114.5% | -73.0% |
| All | -74.1% | +156.6% | -230.7% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 10y: compounded portfolio wealth divided by compounded VMC 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…
10y analysis · Full analysis span regression · 6 months rolling