+65.5%
VZ vs MARA
-80.5%
+146.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.6% | -3.8% | +0.8% |
| 7D | +2.2% | +3.3% | -1.0% | +2.2% |
| 30D | +10.6% | -31.2% | +41.8% | +10.7% |
| 3M | -0.6% | -34.2% | +33.6% | -0.5% |
| 6M | +0.7% | -48.7% | +49.4% | +0.9% |
| YTD | +20.6% | -26.1% | +46.7% | +20.6% |
| 1Y | +22.7% | -58.2% | +80.9% | +23.0% |
| 3Y | +57.2% | -28.1% | +85.3% | +56.1% |
| 5Y | +21.4% | -91.3% | +112.7% | +20.5% |
| 10Y | +65.5% | -82.1% | +147.6% | +53.5% |
| All | +65.5% | -80.5% | +146.0% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 10y: compounded portfolio wealth divided by compounded MARA 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…
10y analysis · Full analysis span regression · 6 months rolling