-58.7%
MARA vs CGNX
+31.4%
-90.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -8.7% | +4.6% | +0.1% |
| 7D | -6.5% | -9.2% | +2.7% | -2.1% |
| 30D | -38.5% | -17.6% | -20.9% | -32.7% |
| 3M | -41.5% | -25.7% | -15.8% | -33.1% |
| 6M | -41.9% | -5.5% | -36.4% | -38.9% |
| YTD | -23.5% | +48.1% | -71.6% | -38.2% |
| 1Y | -58.7% | +33.5% | -92.2% | -62.7% |
| All | -58.7% | +31.4% | -90.1% | -62.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 CGNX 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