-66.3%
MARA vs VNQ
+7.0%
-73.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.7% | +4.1% | +3.5% |
| 7D | +5.9% | -1.3% | +7.2% | +8.5% |
| 30D | +24.3% | -2.6% | +26.9% | +30.4% |
| 3M | -12.0% | -2.0% | -10.0% | -10.3% |
| 6M | +40.1% | +4.3% | +35.8% | +26.5% |
| YTD | +33.4% | +9.2% | +24.2% | +11.1% |
| 1Y | -23.7% | +5.6% | -29.4% | -32.4% |
| 3Y | +19.0% | +30.8% | -11.9% | -30.5% |
| All | -66.3% | +7.0% | -73.4% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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