-68.0%
MARA vs VMC
+47.2%
-115.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.3% | -4.4% | -4.5% |
| 7D | -1.5% | -3.7% | +2.2% | +2.9% |
| 30D | +18.1% | -12.8% | +30.8% | +38.7% |
| 3M | -9.4% | -7.9% | -1.5% | -4.3% |
| 6M | +33.4% | -7.5% | +40.9% | +36.8% |
| YTD | +27.3% | -11.6% | +38.9% | +37.3% |
| 1Y | -27.9% | -14.3% | -13.7% | -19.0% |
| 3Y | +4.8% | +18.5% | -13.7% | -32.6% |
| 5Y | -68.0% | +46.8% | -114.8% | -82.8% |
| All | -68.0% | +47.2% | -115.2% | -82.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling