+96.8%
META vs MARA
-25.8%
+122.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.9% | +5.8% | +3.1% |
| 7D | +5.2% | +10.1% | -4.9% | +4.3% |
| 30D | -13.0% | -15.1% | +2.1% | -12.1% |
| 3M | +7.9% | -24.1% | +32.0% | +9.3% |
| 6M | +4.2% | -45.2% | +49.4% | +7.5% |
| YTD | -2.5% | -22.2% | +19.6% | -3.6% |
| 1Y | +5.6% | -45.3% | +50.9% | +7.6% |
| 3Y | +96.8% | -23.9% | +120.7% | +88.4% |
| All | +96.8% | -25.8% | +122.6% | +88.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling