-23.9%
MARA vs MET
+85.6%
-109.4%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.6% |
| 7D | +10.1% | +4.5% | +5.6% | +6.2% |
| 30D | -15.1% | +3.5% | -18.6% | -17.5% |
| 3M | -24.1% | +5.9% | -30.0% | -28.2% |
| 6M | -45.2% | +33.1% | -78.2% | -59.2% |
| YTD | -22.2% | +33.6% | -55.7% | -42.8% |
| 1Y | -45.3% | +32.7% | -78.0% | -59.6% |
| 3Y | -23.9% | +85.0% | -108.9% | -41.9% |
| All | -23.9% | +85.6% | -109.4% | -41.9% |
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