-23.6%
MARA vs VT
+74.4%
-98.1%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | -0.5% | +11.0% | +12.0% |
| 7D | +2.5% | -0.1% | +2.7% | +3.3% |
| 30D | -23.9% | -3.1% | -20.9% | -15.3% |
| 3M | -23.2% | -3.5% | -19.7% | -12.9% |
| 6M | -43.3% | +0.5% | -43.7% | -41.8% |
| YTD | -18.3% | +10.8% | -29.0% | -35.2% |
| 1Y | -52.9% | +11.9% | -64.8% | -63.5% |
| 3Y | -23.6% | +73.0% | -96.6% | -79.5% |
| All | -23.6% | +74.4% | -98.1% | -79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 3y: compounded portfolio wealth divided by compounded VT 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…
3y analysis · Full analysis span regression · 6 months rolling