-23.9%
MARA vs ABNB
+58.9%
-82.8%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.1% | -6.0% | -4.6% |
| 7D | +10.1% | -1.7% | +11.8% | +10.8% |
| 30D | -15.1% | +11.8% | -26.9% | -21.0% |
| 3M | -24.1% | +0.9% | -25.0% | -25.8% |
| 6M | -45.2% | +40.5% | -85.6% | -59.2% |
| YTD | -22.2% | +37.6% | -59.8% | -41.8% |
| 1Y | -45.3% | +54.1% | -99.4% | -63.1% |
| 3Y | -23.9% | +56.8% | -80.6% | -49.1% |
| All | -23.9% | +58.9% | -82.8% | -49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling