+138.1%
MARA vs ABCL
-81.3%
+219.4%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.2% | -1.3% | -2.0% |
| 7D | +6.0% | +0.7% | +5.3% | +5.8% |
| 30D | +0.6% | +93.1% | -92.5% | -29.7% |
| 3M | -18.5% | +79.4% | -98.0% | -42.9% |
| 6M | +21.7% | +214.9% | -193.1% | -36.8% |
| YTD | +25.9% | +234.2% | -208.3% | -37.7% |
| 1Y | -25.1% | +174.8% | -199.9% | -60.0% |
| 3Y | -5.7% | +104.5% | -110.2% | -47.7% |
| 5Y | -73.9% | -39.0% | -34.9% | -78.6% |
| All | +138.1% | -81.3% | +219.4% | +158.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling