-58.7%
MARA vs CCEP
+36.9%
-95.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.8% | -7.9% | -3.0% |
| 7D | -6.5% | +4.2% | -10.8% | -5.6% |
| 30D | -38.5% | +14.2% | -52.7% | -37.6% |
| 3M | -41.5% | +9.1% | -50.7% | -40.5% |
| 6M | -41.9% | +26.9% | -68.8% | -42.7% |
| YTD | -23.5% | +29.1% | -52.6% | -19.6% |
| 1Y | -58.7% | +36.8% | -95.4% | -56.7% |
| All | -58.7% | +36.9% | -95.6% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 1y: compounded portfolio wealth divided by compounded CCEP 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…
1y analysis · Full analysis span regression · 6 months rolling