-68.0%
MARA vs CCEP
+105.7%
-173.7%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.4% |
| 7D | -1.5% | -5.7% | +4.3% | +3.1% |
| 30D | +18.1% | -3.4% | +21.5% | +20.7% |
| 3M | -9.4% | +5.5% | -14.9% | -14.7% |
| 6M | +33.4% | +2.2% | +31.2% | +28.4% |
| YTD | +27.3% | +14.6% | +12.6% | +10.0% |
| 1Y | -27.9% | +18.9% | -46.9% | -40.5% |
| 3Y | +4.8% | +82.6% | -77.8% | -51.9% |
| 5Y | -68.0% | +107.0% | -175.0% | -86.9% |
| All | -68.0% | +105.7% | -173.7% | -86.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling