-45.3%
MARA vs VUG
+3.5%
-48.8%
-60.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -0.8% |
| 7D | +10.1% | +2.5% | +7.6% | +4.0% |
| 30D | -15.1% | -6.3% | -8.8% | -0.3% |
| 3M | -24.1% | -6.0% | -18.1% | -10.9% |
| 6M | -45.2% | -3.5% | -41.6% | -38.5% |
| YTD | -22.2% | +3.9% | -26.1% | -24.3% |
| 1Y | -45.3% | +5.1% | -50.4% | -47.7% |
| All | -45.3% | +3.5% | -48.8% | -47.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling