-54.5%
MARA vs CEG
+717.3%
-771.8%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.9% | -7.4% | -4.8% |
| 7D | +6.0% | +8.0% | -2.0% | +1.8% |
| 30D | +0.6% | +12.9% | -12.3% | -5.3% |
| 3M | -18.5% | +13.2% | -31.7% | -23.0% |
| 6M | +21.7% | -7.0% | +28.7% | +24.6% |
| YTD | +25.9% | -15.0% | +40.9% | +33.1% |
| 1Y | -25.1% | -2.7% | -22.4% | -25.6% |
| 3Y | -5.7% | +184.1% | -189.8% | -52.9% |
| All | -54.5% | +717.3% | -771.8% | -81.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling