-65.3%
MARA vs VTEB
+25.1%
-90.4%
-99.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.2% |
| 7D | -1.5% | -1.2% | -0.2% | +0.1% |
| 30D | +18.1% | -2.9% | +20.9% | +22.6% |
| 3M | -9.4% | -3.2% | -6.3% | -5.7% |
| 6M | +33.4% | -2.6% | +36.0% | +38.4% |
| YTD | +27.3% | -1.8% | +29.1% | +30.9% |
| 1Y | -27.9% | +0.2% | -28.1% | -27.7% |
| 3Y | +4.8% | +8.2% | -3.4% | -4.3% |
| 5Y | -68.0% | +0.8% | -68.9% | -68.7% |
| 10Y | -74.7% | +17.7% | -92.3% | -61.1% |
| All | -65.3% | +25.1% | -90.4% | -47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling