+1,156.2%
ABBV vs MARA
-89.1%
+1,245.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.5% | +1.1% | -1.4% |
| 7D | +0.4% | +6.0% | -5.6% | +0.3% |
| 30D | +4.2% | +0.6% | +3.5% | +4.1% |
| 3M | +14.8% | -18.5% | +33.3% | +14.9% |
| 6M | +10.3% | +21.7% | -11.5% | +10.0% |
| YTD | +14.9% | +25.9% | -11.1% | +14.5% |
| 1Y | +24.1% | -25.1% | +49.3% | +24.0% |
| 3Y | +91.9% | -5.7% | +97.7% | +89.9% |
| 5Y | +176.0% | -73.9% | +250.0% | +172.8% |
| 10Y | +502.9% | -75.6% | +578.6% | +463.3% |
| All | +1,156.2% | -89.1% | +1,245.3% | +1,082.4% |
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