+39.8%
MARA vs ABCL
-79.5%
+119.3%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.2% | -0.7% | +2.2% |
| 7D | +3.3% | +12.4% | -9.1% | -1.3% |
| 30D | -31.2% | -0.4% | -30.8% | -30.7% |
| 3M | -34.2% | +80.4% | -114.6% | -52.2% |
| 6M | -48.7% | +138.5% | -187.2% | -69.3% |
| YTD | -26.1% | +265.5% | -291.6% | -65.0% |
| 1Y | -58.2% | +219.7% | -277.9% | -78.8% |
| 3Y | -28.1% | +209.4% | -237.5% | -66.8% |
| 5Y | -91.3% | -15.0% | -76.2% | -93.4% |
| All | +39.8% | -79.5% | +119.3% | +45.5% |
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