-90.4%
MARA vs VYM
+420.1%
-510.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -3.1% |
| 7D | -1.5% | -1.9% | +0.4% | +1.9% |
| 30D | +18.1% | -2.6% | +20.7% | +23.6% |
| 3M | -9.4% | +3.6% | -13.0% | -15.2% |
| 6M | +33.4% | +8.7% | +24.7% | +15.8% |
| YTD | +27.3% | +14.1% | +13.2% | +2.8% |
| 1Y | -27.9% | +17.8% | -45.7% | -44.5% |
| 3Y | +4.8% | +64.5% | -59.8% | -50.3% |
| 5Y | -68.0% | +77.5% | -145.5% | -84.7% |
| 10Y | -74.7% | +206.1% | -280.8% | -93.6% |
| All | -90.4% | +420.1% | -510.6% | -99.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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