-16.6%
MARA vs CEG
+130.7%
-147.3%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +3.2% |
| 7D | +11.5% | +11.8% | -0.3% | +6.2% |
| 30D | -18.9% | -6.5% | -12.3% | -16.4% |
| 3M | -20.9% | -1.2% | -19.7% | -21.0% |
| 6M | -42.8% | -8.0% | -34.7% | -41.3% |
| YTD | -14.7% | -21.9% | +7.2% | -8.0% |
| 1Y | -47.6% | -21.4% | -26.2% | -43.7% |
| All | -16.6% | +130.7% | -147.3% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling