-58.7%
MARA vs ABCL
+138.2%
-196.9%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.8% | -4.9% | -4.3% |
| 7D | -6.5% | -10.0% | +3.4% | -3.7% |
| 30D | -38.5% | -10.9% | -27.6% | -36.5% |
| 3M | -41.5% | +101.6% | -143.2% | -53.9% |
| 6M | -41.9% | +167.5% | -209.5% | -62.3% |
| YTD | -23.5% | +259.1% | -282.6% | -61.2% |
| 1Y | -58.7% | +152.2% | -210.8% | -75.1% |
| All | -58.7% | +138.2% | -196.9% | -75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling