+366.8%
ABT vs MARA
-77.7%
+444.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +4.6% | -7.2% | -2.6% |
| 7D | -3.1% | +15.6% | -18.8% | -3.3% |
| 30D | -2.1% | +17.2% | -19.4% | -2.3% |
| 3M | +17.4% | -14.2% | +31.6% | +17.5% |
| 6M | -2.4% | +47.7% | -50.1% | -3.0% |
| YTD | -14.2% | +31.7% | -46.0% | -14.7% |
| 1Y | -18.3% | -22.2% | +3.8% | -18.5% |
| 3Y | +11.5% | +8.4% | +3.1% | +9.8% |
| 5Y | -9.9% | -68.3% | +58.4% | -11.6% |
| 10Y | +204.4% | -74.9% | +279.2% | +188.6% |
| All | +366.8% | -77.7% | +444.5% | +340.8% |
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 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