Email sent by a 3rd party, how to record the performance stats on Marketo?

In the email perfmance report itself, no, because they rely on Mareto sending the email. 
But if you want to record program success. example Sent/open/click,you could create a program, import the list that you gave tot he 3rd party and update the status of these leads to sent. 

Then you could then create a smart camapign
SL: If status = invite & visited webpage (the link in the 3rd party mail)
You could add time constraints to make it more accurate
Flow: Change program status to clicked

But let's say you don't get the email addresses from the third party, because that would almost never happen. You can use Cathal's suggestion to have the Program record the Visits to the page and the form fill outs. This way you can at least say we got X Visits and Y conversions vs. whatever stats the third party has.