-69.3%
MARA vs VUG
+75.3%
-144.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +1.9% |
| 7D | +13.8% | +0.1% | +13.8% | +13.9% |
| 30D | +24.7% | -1.7% | +26.4% | +30.0% |
| 3M | -10.4% | +2.8% | -13.3% | -15.6% |
| 6M | +37.6% | +13.6% | +24.0% | +2.9% |
| YTD | +32.7% | +8.1% | +24.7% | +14.0% |
| 1Y | -25.2% | +13.1% | -38.2% | -41.5% |
| 3Y | +9.3% | +87.0% | -77.7% | -74.7% |
| 5Y | -69.3% | +76.0% | -145.3% | -87.7% |
| All | -69.3% | +75.3% | -144.7% | -87.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling