+375.1%
META vs MARA
-74.0%
+449.0%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.6% | -5.1% | -0.8% |
| 7D | +6.0% | +15.6% | -9.6% | +5.2% |
| 30D | +3.6% | +17.2% | -13.6% | +2.6% |
| 3M | +4.9% | -14.2% | +19.0% | +5.1% |
| 6M | -4.7% | +47.7% | -52.4% | -7.5% |
| YTD | -6.9% | +31.7% | -38.6% | -9.5% |
| 1Y | -18.2% | -22.2% | +4.0% | -18.6% |
| 3Y | +107.8% | +8.4% | +99.3% | +95.4% |
| 5Y | +63.9% | -68.3% | +132.2% | +53.7% |
| 10Y | +375.1% | -74.9% | +449.9% | +304.3% |
| All | +375.1% | -74.0% | +449.0% | +304.3% |
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