-66.3%
MARA vs MET
+83.9%
-150.2%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.4% | +4.4% | +4.4% |
| 7D | +5.9% | -0.5% | +6.4% | +6.2% |
| 30D | +24.3% | +0.5% | +23.8% | +22.9% |
| 3M | -12.0% | +11.6% | -23.6% | -22.8% |
| 6M | +40.1% | +40.8% | -0.7% | -4.7% |
| YTD | +33.4% | +25.7% | +7.7% | +1.7% |
| 1Y | -23.7% | +24.4% | -48.1% | -41.1% |
| 3Y | +19.0% | +67.5% | -48.5% | -32.6% |
| All | -66.3% | +83.9% | -150.2% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling