+40.1%
MARA vs CELH
-39.6%
+79.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +2.2% | +2.6% | +4.6% |
| 7D | +5.9% | -11.2% | +17.1% | +7.1% |
| 30D | +24.3% | -1.4% | +25.7% | +24.4% |
| 3M | -12.0% | -4.2% | -7.8% | -11.0% |
| 6M | +40.1% | -40.5% | +80.6% | +81.2% |
| All | +40.1% | -39.6% | +79.8% | +81.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling