-31.3%
MARA vs ABCL
+156.0%
-187.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +6.7% | +1.3% | +5.1% |
| 7D | -6.2% | -3.2% | -3.0% | -4.4% |
| 30D | -38.7% | -7.4% | -31.3% | -36.4% |
| 3M | -40.4% | +81.9% | -122.3% | -56.4% |
| 6M | -51.3% | +135.7% | -187.0% | -70.8% |
| YTD | -29.3% | +247.4% | -276.7% | -66.6% |
| 1Y | -60.2% | +162.3% | -222.5% | -78.3% |
| 3Y | -31.3% | +165.5% | -196.8% | -62.1% |
| All | -31.3% | +156.0% | -187.3% | -62.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling