+18.4%
MARA vs CEG
+175.4%
-157.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.7% | +2.5% | +1.5% |
| 7D | +13.8% | +1.3% | +12.5% | +13.0% |
| 30D | +24.7% | +8.8% | +15.8% | +20.1% |
| 3M | -10.4% | +17.0% | -27.4% | -16.0% |
| 6M | +37.6% | -8.7% | +46.4% | +41.5% |
| YTD | +32.7% | -16.4% | +49.2% | +39.8% |
| 1Y | -25.2% | -1.8% | -23.4% | -25.6% |
| All | +18.4% | +175.4% | -157.0% | -14.2% |
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 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