-25.1%
MARA vs CELH
-50.1%
+25.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.0% | +0.5% | -1.8% |
| 7D | +6.0% | -7.0% | +13.0% | +7.8% |
| 30D | +0.6% | +5.2% | -4.6% | -0.8% |
| 3M | -18.5% | +10.5% | -29.0% | -21.6% |
| 6M | +21.7% | -32.7% | +54.5% | +39.2% |
| YTD | +25.9% | -33.0% | +58.9% | +43.5% |
| 1Y | -25.1% | -49.5% | +24.4% | -5.5% |
| All | -25.1% | -50.1% | +25.0% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CELH.
Daily Out/Under-Performance
Portfolio return minus CELH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CELH 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 CELH 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