-94.2%
MARA vs MET
+423.7%
-517.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.8% | -3.7% | -3.4% |
| 7D | +10.1% | +4.5% | +5.6% | +7.0% |
| 30D | -15.1% | +3.5% | -18.6% | -17.0% |
| 3M | -24.1% | +5.9% | -30.0% | -27.4% |
| 6M | -45.2% | +33.1% | -78.2% | -55.7% |
| YTD | -22.2% | +33.6% | -55.7% | -37.6% |
| 1Y | -45.3% | +32.7% | -78.0% | -55.9% |
| 3Y | -23.9% | +85.0% | -108.9% | -49.6% |
| 5Y | -90.8% | +85.6% | -176.4% | -93.7% |
| 10Y | -81.0% | +198.8% | -279.9% | -90.6% |
| All | -94.2% | +423.7% | -517.8% | -98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling