-94.0%
MARA vs CCEP
+702.9%
-796.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.8% | -5.2% | -5.6% |
| 7D | +22.4% | -0.3% | +22.8% | +22.7% |
| 30D | -21.0% | +11.0% | -31.9% | -26.0% |
| 3M | -25.3% | +9.2% | -34.5% | -29.9% |
| 6M | -43.4% | +27.2% | -70.6% | -51.6% |
| YTD | -19.8% | +30.3% | -50.1% | -32.6% |
| 1Y | -50.0% | +28.7% | -78.7% | -57.7% |
| 3Y | -25.1% | +109.4% | -134.5% | -54.0% |
| 5Y | -90.5% | +144.1% | -234.6% | -94.5% |
| 10Y | -80.4% | +332.0% | -412.4% | -90.7% |
| All | -94.0% | +702.9% | -796.9% | -97.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling