+95.1%
META vs MARA
-34.2%
+129.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.0% | -7.2% | +0.2% |
| 7D | -0.8% | -6.2% | +5.4% | -0.4% |
| 30D | -15.4% | -38.7% | +23.3% | -12.5% |
| 3M | +3.5% | -40.4% | +43.9% | +6.8% |
| 6M | -0.3% | -51.3% | +51.0% | +3.8% |
| YTD | -7.3% | -29.3% | +22.0% | -7.6% |
| 1Y | -1.1% | -60.2% | +59.1% | +3.6% |
| 3Y | +95.1% | -31.3% | +126.3% | +95.1% |
| All | +95.1% | -34.2% | +129.3% | +95.1% |
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 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