-81.6%
MARA vs CCEP
+336.4%
-418.1%
-99.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.8% | -5.2% | -5.5% |
| 7D | +22.4% | -0.3% | +22.8% | +22.7% |
| 30D | -21.0% | +11.0% | -31.9% | -26.8% |
| 3M | -25.3% | +9.2% | -34.5% | -30.6% |
| 6M | -43.4% | +27.2% | -70.6% | -52.9% |
| YTD | -19.8% | +30.3% | -50.1% | -34.6% |
| 1Y | -50.0% | +28.7% | -78.7% | -59.0% |
| 3Y | -25.1% | +109.4% | -134.5% | -58.3% |
| 5Y | -90.5% | +144.1% | -234.6% | -95.1% |
| All | -81.6% | +336.4% | -418.1% | -93.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling