+119.0%
MARA vs ABNB
+14.8%
+104.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.2% | -2.9% | -3.1% |
| 7D | -1.5% | -9.5% | +8.0% | +6.7% |
| 30D | +18.1% | -9.4% | +27.4% | +26.5% |
| 3M | -9.4% | +29.9% | -39.3% | -32.7% |
| 6M | +33.4% | +26.6% | +6.8% | +1.0% |
| YTD | +27.3% | +23.5% | +3.8% | -2.2% |
| 1Y | -27.9% | +35.8% | -63.8% | -49.3% |
| 3Y | +4.8% | +15.0% | -10.2% | -17.5% |
| 5Y | -68.0% | +1.5% | -69.5% | -72.2% |
| All | +119.0% | +14.8% | +104.1% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABNB.
Daily Out/Under-Performance
Portfolio return minus ABNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABNB 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 ABNB 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