+149.1%
MARA vs ABCL
-81.2%
+230.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.1% | +4.5% | +4.6% |
| 7D | +15.6% | +1.4% | +14.2% | +15.0% |
| 30D | +17.2% | +65.1% | -47.8% | -11.0% |
| 3M | -14.2% | +111.1% | -125.2% | -44.4% |
| 6M | +47.7% | +231.6% | -183.9% | -25.4% |
| YTD | +31.7% | +234.5% | -202.8% | -34.9% |
| 1Y | -22.2% | +174.3% | -196.5% | -58.4% |
| 3Y | +8.4% | +111.5% | -103.0% | -40.8% |
| 5Y | -68.3% | -37.3% | -31.0% | -74.1% |
| All | +149.1% | -81.2% | +230.3% | +170.7% |
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