+267.2%
ALAB vs MARA
-63.2%
+330.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MARA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.0% | +4.7% | +0.8% |
| 7D | +26.9% | +22.4% | +4.5% | +18.1% |
| 30D | -30.0% | -21.0% | -9.0% | -23.8% |
| 3M | -28.5% | -25.3% | -3.2% | -21.8% |
| 6M | +11.4% | -43.4% | +54.8% | +34.1% |
| YTD | +36.9% | -19.8% | +56.7% | +45.7% |
| 1Y | +44.4% | -50.0% | +94.4% | +71.9% |
| All | +267.2% | -63.2% | +330.4% | +323.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling