-90.0%
MARA vs VMC
+552.6%
-642.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.0% | +2.9% |
| 7D | +13.8% | -5.3% | +19.2% | +17.7% |
| 30D | +24.7% | -12.3% | +36.9% | +35.3% |
| 3M | -10.4% | -10.3% | -0.2% | -5.4% |
| 6M | +37.6% | -8.6% | +46.2% | +42.5% |
| YTD | +32.7% | -11.9% | +44.6% | +41.2% |
| 1Y | -25.2% | -13.9% | -11.3% | -19.0% |
| 3Y | +9.3% | +18.2% | -8.9% | -2.0% |
| 5Y | -69.3% | +47.7% | -117.1% | -74.0% |
| 10Y | -73.6% | +152.5% | -226.1% | -82.9% |
| All | -90.0% | +552.6% | -642.6% | -96.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling