-90.0%
MARA vs CELH
+29,514.4%
-29,604.4%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CELH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.5% | +7.3% | +1.6% |
| 7D | +13.8% | -11.7% | +25.5% | +15.5% |
| 30D | +24.7% | +1.6% | +23.1% | +24.3% |
| 3M | -10.4% | -2.0% | -8.5% | -10.9% |
| 6M | +37.6% | -36.2% | +73.8% | +43.7% |
| YTD | +32.7% | -39.6% | +72.3% | +39.6% |
| 1Y | -25.2% | -50.7% | +25.5% | -19.7% |
| 3Y | +9.3% | -58.9% | +68.1% | +16.3% |
| 5Y | -69.3% | -5.4% | -64.0% | -70.5% |
| 10Y | -73.6% | +3,848.6% | -3,922.2% | -78.3% |
| All | -90.0% | +29,514.4% | -29,604.4% | -92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling