-27.9%
MARA vs CEG
-6.8%
-21.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.7% | -1.4% | -2.5% |
| 7D | -1.5% | +0.3% | -1.8% | -1.8% |
| 30D | +18.1% | +2.9% | +15.2% | +15.9% |
| 3M | -9.4% | +18.2% | -27.6% | -17.8% |
| 6M | +33.4% | -9.5% | +42.9% | +38.4% |
| YTD | +27.3% | -18.7% | +46.0% | +33.6% |
| 1Y | -27.9% | -10.1% | -17.8% | -25.5% |
| All | -27.9% | -6.8% | -21.1% | -25.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling