+18.4%
MARA vs CCEP
+84.3%
-65.9%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.6% | +3.3% | +1.3% |
| 7D | +13.8% | -3.7% | +17.5% | +14.8% |
| 30D | +24.7% | -2.1% | +26.8% | +25.1% |
| 3M | -10.4% | +7.2% | -17.6% | -12.5% |
| 6M | +37.6% | +3.3% | +34.4% | +35.7% |
| YTD | +32.7% | +15.7% | +17.1% | +27.6% |
| 1Y | -25.2% | +16.6% | -41.7% | -28.4% |
| All | +18.4% | +84.3% | -65.9% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling