+404.3%
META vs MARA
-81.1%
+485.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.0% | -7.2% | +0.4% |
| 7D | -0.8% | -6.2% | +5.4% | -0.5% |
| 30D | -15.4% | -38.7% | +23.3% | -13.4% |
| 3M | +3.5% | -40.4% | +43.9% | +5.8% |
| 6M | -0.3% | -51.3% | +51.0% | +2.5% |
| YTD | -7.3% | -29.3% | +22.0% | -7.3% |
| 1Y | -1.1% | -60.2% | +59.1% | +1.8% |
| 3Y | +95.1% | -31.3% | +126.3% | +88.0% |
| 5Y | +80.6% | -90.1% | +170.6% | +76.9% |
| All | +404.3% | -81.1% | +485.4% | +329.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 10y: compounded portfolio wealth divided by compounded MARA 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…
10y analysis · Full analysis span regression · 6 months rolling