+157.8%
VZ vs MARA
-78.7%
+236.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.5% | +1.6% | -0.9% |
| 7D | +0.1% | +6.0% | -5.9% | +0.1% |
| 30D | +7.9% | +0.6% | +7.3% | +7.9% |
| 3M | +13.6% | -18.5% | +32.2% | +13.7% |
| 6M | +1.1% | +21.7% | -20.6% | +1.0% |
| YTD | +29.3% | +25.9% | +3.3% | +29.1% |
| 1Y | +21.2% | -25.1% | +46.4% | +21.2% |
| 3Y | +75.9% | -5.7% | +81.6% | +74.9% |
| 5Y | +24.1% | -73.9% | +98.0% | +23.2% |
| 10Y | +62.4% | -75.6% | +138.0% | +58.3% |
| All | +157.8% | -78.7% | +236.5% | +151.1% |
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