+1,527.5%
META vs MARA
-88.4%
+1,615.9%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.5% | +3.5% | +1.1% |
| 7D | +6.7% | +6.0% | +0.7% | +6.5% |
| 30D | +4.8% | +0.6% | +4.1% | +4.6% |
| 3M | -1.6% | -18.5% | +16.9% | -1.3% |
| 6M | -7.5% | +21.7% | -29.2% | -8.8% |
| YTD | -6.4% | +25.9% | -32.3% | -8.2% |
| 1Y | -17.3% | -25.1% | +7.8% | -17.5% |
| 3Y | +109.9% | -5.7% | +115.7% | +101.9% |
| 5Y | +65.4% | -73.9% | +139.3% | +59.1% |
| 10Y | +391.8% | -75.6% | +467.4% | +318.6% |
| All | +1,527.5% | -88.4% | +1,615.9% | +1,154.8% |
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