+2.2%
ABNB vs MAR
+158.8%
-156.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.8% | -3.6% | -3.5% |
| 7D | -7.4% | -0.5% | -7.0% | -7.0% |
| 30D | -8.2% | -4.7% | -3.5% | -4.4% |
| 3M | +29.1% | -15.6% | +44.7% | +48.4% |
| 6M | +26.6% | +1.2% | +25.3% | +22.7% |
| YTD | +25.0% | +7.5% | +17.5% | +13.2% |
| 1Y | +37.0% | +26.6% | +10.4% | +4.8% |
| 3Y | +16.3% | +66.0% | -49.6% | -34.7% |
| 5Y | +2.2% | +154.1% | -151.9% | -59.2% |
| All | +2.2% | +158.8% | -156.6% | -59.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling