-90.4%
MARA vs VNQ
+152.5%
-242.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.1% |
| 7D | -1.5% | -2.6% | +1.2% | +1.6% |
| 30D | +18.1% | -2.3% | +20.4% | +21.3% |
| 3M | -9.4% | -2.8% | -6.6% | -7.3% |
| 6M | +33.4% | +2.5% | +30.9% | +28.7% |
| YTD | +27.3% | +8.4% | +18.8% | +15.8% |
| 1Y | -27.9% | +6.8% | -34.7% | -33.2% |
| 3Y | +4.8% | +29.9% | -25.2% | -18.8% |
| 5Y | -68.0% | +7.2% | -75.2% | -67.4% |
| 10Y | -74.7% | +62.5% | -137.2% | -80.3% |
| All | -90.4% | +152.5% | -242.9% | -94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling