+138.6%
VZ vs MARA
-88.0%
+226.6%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +8.0% | -8.9% | -1.0% |
| 7D | +2.1% | -6.2% | +8.4% | +2.2% |
| 30D | +1.4% | -38.7% | +40.1% | +1.5% |
| 3M | -1.3% | -40.4% | +39.1% | -1.1% |
| 6M | -0.5% | -51.3% | +50.7% | -0.4% |
| YTD | +19.6% | -29.3% | +48.9% | +19.6% |
| 1Y | +22.4% | -60.2% | +82.6% | +22.6% |
| 3Y | +55.9% | -31.3% | +87.2% | +55.1% |
| 5Y | +20.4% | -90.1% | +110.5% | +19.9% |
| 10Y | +66.9% | -81.2% | +148.1% | +62.8% |
| All | +138.6% | -88.0% | +226.6% | +132.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling