-90.1%
MARA vs MET
+384.3%
-474.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.2% | +6.8% | +6.1% |
| 7D | +15.6% | +1.1% | +14.5% | +14.8% |
| 30D | +17.2% | -2.3% | +19.6% | +18.7% |
| 3M | -14.2% | +13.9% | -28.0% | -22.5% |
| 6M | +47.7% | +34.8% | +12.9% | +17.9% |
| YTD | +31.7% | +23.5% | +8.2% | +11.6% |
| 1Y | -22.2% | +23.4% | -45.6% | -33.9% |
| 3Y | +8.4% | +64.9% | -56.4% | -22.4% |
| 5Y | -68.3% | +82.0% | -150.3% | -77.9% |
| 10Y | -74.9% | +244.4% | -319.2% | -88.5% |
| All | -90.1% | +384.3% | -474.4% | -96.8% |
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 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