-71.9%
MARA vs CEG
+666.0%
-737.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.5% |
| 7D | +10.1% | +12.1% | -2.0% | +3.8% |
| 30D | -15.1% | +0.2% | -15.3% | -15.2% |
| 3M | -24.1% | +0.7% | -24.8% | -25.0% |
| 6M | -45.2% | +2.2% | -47.4% | -46.3% |
| YTD | -22.2% | -20.3% | -1.8% | -15.8% |
| 1Y | -45.3% | -16.1% | -29.2% | -42.5% |
| 3Y | -23.9% | +134.7% | -158.5% | -57.4% |
| All | -71.9% | +666.0% | -737.9% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 10y: compounded portfolio wealth divided by compounded CEG 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…
10y analysis · Full analysis span regression · 6 months rolling