-69.2%
MARA vs CEG
+651.0%
-720.2%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | +3.1% |
| 7D | +11.5% | +11.8% | -0.3% | +5.6% |
| 30D | -18.9% | -6.5% | -12.3% | -16.0% |
| 3M | -20.9% | -1.2% | -19.7% | -21.0% |
| 6M | -42.8% | -8.0% | -34.7% | -41.1% |
| YTD | -14.7% | -21.9% | +7.2% | -6.8% |
| 1Y | -47.6% | -21.4% | -26.2% | -43.0% |
| 3Y | -20.3% | +130.0% | -150.3% | -55.0% |
| All | -69.2% | +651.0% | -720.2% | -87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling