+197.1%
ABT vs MARA
-74.3%
+271.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.8% | -6.2% | -1.4% |
| 7D | -5.9% | +5.9% | -11.8% | -6.0% |
| 30D | -8.1% | +24.3% | -32.4% | -8.5% |
| 3M | +14.5% | -12.0% | +26.5% | +14.6% |
| 6M | -6.3% | +40.1% | -46.4% | -7.1% |
| YTD | -17.1% | +33.4% | -50.5% | -17.9% |
| 1Y | -21.4% | -23.7% | +2.4% | -21.5% |
| 3Y | +5.9% | +19.0% | -13.0% | +3.1% |
| 5Y | -12.8% | -66.5% | +53.7% | -15.5% |
| All | +197.1% | -74.3% | +271.4% | +176.3% |
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