+62.8%
META vs MARA
-73.6%
+136.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.3% |
| 7D | +6.7% | +6.0% | +0.7% | +5.9% |
| 30D | +4.8% | +0.6% | +4.1% | +4.1% |
| 3M | -1.6% | -18.5% | +16.9% | -0.6% |
| 6M | -7.5% | +21.7% | -29.2% | -12.1% |
| YTD | -6.4% | +25.9% | -32.3% | -12.6% |
| 1Y | -17.3% | -25.1% | +7.8% | -18.1% |
| 3Y | +109.9% | -5.7% | +115.7% | +73.3% |
| All | +62.8% | -73.6% | +136.4% | +33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling