-90.5%
MARA vs VT
+371.4%
-461.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +6.0% | +0.4% | +5.6% | +5.2% |
| 30D | +0.6% | +1.0% | -0.4% | -1.3% |
| 3M | -18.5% | +2.4% | -20.9% | -21.1% |
| 6M | +21.7% | +12.0% | +9.7% | -3.0% |
| YTD | +25.9% | +15.3% | +10.6% | -4.2% |
| 1Y | -25.1% | +22.6% | -47.7% | -49.5% |
| 3Y | -5.7% | +74.7% | -80.4% | -67.5% |
| 5Y | -73.9% | +66.1% | -140.1% | -87.4% |
| 10Y | -75.6% | +225.0% | -300.6% | -95.2% |
| All | -90.5% | +371.4% | -461.9% | -99.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling