-27.9%
MARA vs VUG
+11.8%
-39.7%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -2.9% |
| 7D | -1.5% | -1.9% | +0.4% | +2.9% |
| 30D | +18.1% | -1.6% | +19.6% | +22.6% |
| 3M | -9.4% | +4.4% | -13.8% | -17.8% |
| 6M | +33.4% | +13.2% | +20.2% | +3.1% |
| YTD | +27.3% | +7.5% | +19.8% | +12.7% |
| 1Y | -27.9% | +12.5% | -40.4% | -42.9% |
| All | -27.9% | +11.8% | -39.7% | -42.9% |
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