-90.5%
MARA vs VUG
+772.0%
-862.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -1.6% |
| 7D | +6.0% | -0.1% | +6.1% | +6.5% |
| 30D | +0.6% | -0.3% | +0.9% | +1.4% |
| 3M | -18.5% | -0.7% | -17.8% | -16.2% |
| 6M | +21.7% | +14.6% | +7.1% | -4.7% |
| YTD | +25.9% | +9.0% | +16.9% | +10.3% |
| 1Y | -25.1% | +14.9% | -40.0% | -39.9% |
| 3Y | -5.7% | +86.0% | -91.8% | -67.9% |
| 5Y | -73.9% | +76.7% | -150.6% | -87.5% |
| 10Y | -75.6% | +411.3% | -486.9% | -96.6% |
| All | -90.5% | +772.0% | -862.6% | -99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling