-75.3%
MARA vs VUG
+419.9%
-495.2%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.0% |
| 7D | -1.5% | -1.9% | +0.4% | +2.5% |
| 30D | +18.1% | -1.6% | +19.6% | +22.3% |
| 3M | -9.4% | +4.4% | -13.8% | -16.5% |
| 6M | +33.4% | +13.2% | +20.2% | +4.7% |
| YTD | +27.3% | +7.5% | +19.8% | +13.4% |
| 1Y | -27.9% | +12.5% | -40.4% | -40.7% |
| 3Y | +4.8% | +86.0% | -81.2% | -67.5% |
| 5Y | -68.0% | +76.5% | -144.5% | -85.8% |
| All | -75.3% | +419.9% | -495.2% | -96.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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