-94.2%
MARA vs CCEP
+714.2%
-808.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.6% |
| 7D | +10.1% | +2.1% | +8.0% | +9.0% |
| 30D | -15.1% | +10.6% | -25.7% | -20.3% |
| 3M | -24.1% | +10.3% | -34.4% | -29.1% |
| 6M | -45.2% | +31.1% | -76.3% | -53.9% |
| YTD | -22.2% | +32.1% | -54.3% | -35.0% |
| 1Y | -45.3% | +32.8% | -78.1% | -54.6% |
| 3Y | -23.9% | +111.3% | -135.2% | -53.4% |
| 5Y | -90.8% | +147.5% | -238.3% | -94.7% |
| 10Y | -81.0% | +338.1% | -419.1% | -91.1% |
| All | -94.2% | +714.2% | -808.4% | -97.9% |
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 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