+15.9%
ABNB vs MAR
+164.3%
-148.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.4% | -0.6% |
| 7D | -9.5% | -2.1% | -7.4% | -7.9% |
| 30D | -9.4% | -5.7% | -3.7% | -5.1% |
| 3M | +29.9% | -14.6% | +44.5% | +46.4% |
| 6M | +26.6% | +1.3% | +25.2% | +23.1% |
| YTD | +23.5% | +6.7% | +16.8% | +13.8% |
| 1Y | +35.8% | +26.4% | +9.4% | +6.8% |
| 3Y | +15.0% | +64.7% | -49.8% | -30.2% |
| 5Y | +1.5% | +153.1% | -151.6% | -53.4% |
| All | +15.9% | +164.3% | -148.5% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAR.
Daily Out/Under-Performance
Portfolio return minus MAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAR 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 MAR 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