-74.1%
MARA vs CELH
+3,788.6%
-3,862.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +4.1% |
| 7D | +5.9% | -11.2% | +17.1% | +10.1% |
| 30D | +24.3% | -1.4% | +25.7% | +24.4% |
| 3M | -12.0% | -4.2% | -7.8% | -13.1% |
| 6M | +40.1% | -40.5% | +80.6% | +60.9% |
| YTD | +33.4% | -40.5% | +73.9% | +52.9% |
| 1Y | -23.7% | -53.0% | +29.3% | -6.7% |
| 3Y | +19.0% | -59.1% | +78.0% | +37.1% |
| 5Y | -66.5% | -10.7% | -55.8% | -72.6% |
| All | -74.1% | +3,788.6% | -3,862.7% | -91.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling