+19.0%
MARA vs CELH
-60.2%
+79.2%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +4.3% |
| 7D | +5.9% | -11.2% | +17.1% | +8.9% |
| 30D | +24.3% | -1.4% | +25.7% | +24.4% |
| 3M | -12.0% | -4.2% | -7.8% | -12.5% |
| 6M | +40.1% | -40.5% | +80.6% | +57.3% |
| YTD | +33.4% | -40.5% | +73.9% | +49.6% |
| 1Y | -23.7% | -53.0% | +29.3% | -10.0% |
| 3Y | +19.0% | -59.1% | +78.0% | +37.8% |
| All | +19.0% | -60.2% | +79.2% | +37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling