+51.6%
MARA vs ABCL
-81.0%
+132.5%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.8% | -3.2% | -4.8% |
| 7D | +22.4% | +4.4% | +18.0% | +20.1% |
| 30D | -21.0% | -7.9% | -13.1% | -17.6% |
| 3M | -25.3% | +12.2% | -37.5% | -29.9% |
| 6M | -43.4% | +134.7% | -178.1% | -66.0% |
| YTD | -19.8% | +239.8% | -259.6% | -60.8% |
| 1Y | -50.0% | +192.7% | -242.7% | -73.7% |
| 3Y | -25.1% | +187.6% | -212.7% | -64.3% |
| 5Y | -90.5% | -22.6% | -67.9% | -92.6% |
| All | +51.6% | -81.0% | +132.5% | +62.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling