+436.0%
META vs MARA
-80.1%
+516.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +10.5% | -10.5% | -0.5% |
| 7D | +3.3% | +2.5% | +0.8% | +3.1% |
| 30D | -10.8% | -23.9% | +13.2% | -9.6% |
| 3M | +7.9% | -23.2% | +31.1% | +8.9% |
| 6M | +5.4% | -43.3% | +48.7% | +7.5% |
| YTD | -2.6% | -18.3% | +15.7% | -3.3% |
| 1Y | +1.9% | -52.9% | +54.8% | +3.9% |
| 3Y | +97.0% | -23.6% | +120.6% | +88.7% |
| 5Y | +97.6% | -88.7% | +186.3% | +92.3% |
| 10Y | +436.0% | -80.3% | +516.3% | +353.0% |
| All | +436.0% | -80.1% | +516.2% | +353.0% |
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