+13.5%
MARA vs MET
+66.1%
-52.6%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.1% | -5.2% | -5.1% |
| 7D | -1.5% | -2.5% | +1.0% | +0.6% |
| 30D | +18.1% | 0.0% | +18.1% | +17.5% |
| 3M | -9.4% | +13.1% | -22.5% | -20.7% |
| 6M | +33.4% | +39.0% | -5.6% | -5.9% |
| YTD | +27.3% | +25.2% | +2.1% | -0.6% |
| 1Y | -27.9% | +25.6% | -53.6% | -43.8% |
| All | +13.5% | +66.1% | -52.6% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling