+504.9%
ABBV vs MARA
-74.3%
+579.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.8% | -4.0% | +0.8% |
| 7D | +0.3% | +5.9% | -5.7% | +0.2% |
| 30D | +3.4% | +24.3% | -20.9% | +3.2% |
| 3M | +15.2% | -12.0% | +27.2% | +15.2% |
| 6M | +14.7% | +40.1% | -25.4% | +14.3% |
| YTD | +15.2% | +33.4% | -18.2% | +14.7% |
| 1Y | +20.4% | -23.7% | +44.1% | +20.3% |
| 3Y | +91.3% | +19.0% | +72.4% | +89.0% |
| 5Y | +189.6% | -66.5% | +256.0% | +185.5% |
| All | +504.9% | -74.3% | +579.1% | +485.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling