+72.6%
VZ vs MARA
-81.0%
+153.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.4% |
| 7D | +1.5% | +10.1% | -8.6% | +1.4% |
| 30D | +4.4% | -15.1% | +19.4% | +4.4% |
| 3M | -2.4% | -24.1% | +21.7% | -2.3% |
| 6M | +1.4% | -45.2% | +46.6% | +1.6% |
| YTD | +21.4% | -22.2% | +43.6% | +21.3% |
| 1Y | +20.3% | -45.3% | +65.6% | +20.4% |
| 3Y | +57.4% | -23.9% | +81.2% | +56.2% |
| 5Y | +21.9% | -90.8% | +112.7% | +21.0% |
| All | +72.6% | -81.0% | +153.6% | +62.6% |
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