+369.5%
ALAB vs MARA
-38.8%
+408.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.8% | -2.5% | +0.8% |
| 7D | -6.2% | +5.9% | -12.1% | -8.0% |
| 30D | -8.7% | +24.3% | -32.9% | -15.9% |
| 3M | -20.7% | -12.0% | -8.8% | -18.3% |
| 6M | +133.5% | +40.1% | +93.4% | +109.8% |
| YTD | +75.1% | +33.4% | +41.6% | +56.7% |
| 1Y | +25.0% | -23.7% | +48.8% | +25.7% |
| All | +369.5% | -38.8% | +408.2% | +355.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MARA.
Daily Out/Under-Performance
Portfolio return minus MARA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MARA 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 MARA 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