+126.6%
MARA vs ABNB
+19.5%
+107.1%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.1% | +8.7% | +8.0% |
| 7D | +15.6% | -4.4% | +20.0% | +19.8% |
| 30D | +17.2% | -2.0% | +19.2% | +17.3% |
| 3M | -14.2% | +29.8% | -44.0% | -35.9% |
| 6M | +47.7% | +31.0% | +16.7% | +8.9% |
| YTD | +31.7% | +28.6% | +3.1% | -2.0% |
| 1Y | -22.2% | +40.1% | -62.2% | -46.6% |
| 3Y | +8.4% | +19.7% | -11.3% | -17.4% |
| 5Y | -68.3% | +6.5% | -74.7% | -73.4% |
| All | +126.6% | +19.5% | +107.1% | +76.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling