-74.1%
MARA vs VTEB
+17.9%
-92.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.5% | +4.3% |
| 7D | +5.9% | -0.9% | +6.8% | +7.3% |
| 30D | +24.3% | -2.5% | +26.8% | +28.7% |
| 3M | -12.0% | -3.0% | -9.0% | -8.3% |
| 6M | +40.1% | -2.1% | +42.2% | +44.8% |
| YTD | +33.4% | -1.5% | +34.9% | +36.8% |
| 1Y | -23.7% | +0.2% | -23.9% | -23.5% |
| 3Y | +19.0% | +8.6% | +10.4% | +7.5% |
| 5Y | -66.5% | +1.2% | -67.7% | -67.3% |
| All | -74.1% | +17.9% | -92.0% | -56.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 10y: compounded portfolio wealth divided by compounded VTEB 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…
10y analysis · Full analysis span regression · 6 months rolling