+1,511.3%
META vs MARA
-93.5%
+1,604.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +8.0% | -7.2% | +0.5% |
| 7D | -0.8% | -6.2% | +5.4% | -0.6% |
| 30D | -15.4% | -38.7% | +23.3% | -13.9% |
| 3M | +3.5% | -40.4% | +43.9% | +5.2% |
| 6M | -0.3% | -51.3% | +51.0% | +1.8% |
| YTD | -7.3% | -29.3% | +22.0% | -7.3% |
| 1Y | -1.1% | -60.2% | +59.1% | +1.0% |
| 3Y | +95.1% | -31.3% | +126.3% | +90.0% |
| 5Y | +80.6% | -90.1% | +170.6% | +79.1% |
| 10Y | +410.1% | -81.2% | +491.3% | +340.3% |
| All | +1,511.3% | -93.5% | +1,604.8% | +1,167.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling