-90.5%
MARA vs CCEP
+626.2%
-716.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.1% | +0.6% | -0.8% |
| 7D | +6.0% | -3.1% | +9.1% | +7.8% |
| 30D | +0.6% | -2.6% | +3.2% | +1.8% |
| 3M | -18.5% | +14.9% | -33.4% | -25.4% |
| 6M | +21.7% | +2.3% | +19.5% | +19.1% |
| YTD | +25.9% | +17.8% | +8.1% | +13.3% |
| 1Y | -25.1% | +24.2% | -49.4% | -35.1% |
| 3Y | -5.7% | +84.7% | -90.5% | -37.0% |
| 5Y | -73.9% | +103.2% | -177.1% | -83.3% |
| 10Y | -75.6% | +257.4% | -333.0% | -87.4% |
| All | -90.5% | +626.2% | -716.8% | -96.3% |
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