-74.1%
MARA vs MET
+249.3%
-323.4%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.5% |
| 7D | +5.9% | -0.5% | +6.4% | +6.2% |
| 30D | +24.3% | +0.5% | +23.8% | +23.3% |
| 3M | -12.0% | +11.6% | -23.6% | -19.8% |
| 6M | +40.1% | +40.8% | -0.7% | +6.9% |
| YTD | +33.4% | +25.7% | +7.7% | +10.4% |
| 1Y | -23.7% | +24.4% | -48.1% | -36.2% |
| 3Y | +19.0% | +67.5% | -48.5% | -17.5% |
| 5Y | -66.5% | +85.8% | -152.3% | -77.4% |
| All | -74.1% | +249.3% | -323.4% | -87.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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