-75.1%
MARA vs CGNX
+168.4%
-243.5%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.7% | +2.7% | +0.8% |
| 7D | +1.7% | -3.8% | +5.5% | +4.5% |
| 30D | +25.0% | -8.6% | +33.6% | +33.0% |
| 3M | -18.3% | -5.7% | -12.6% | -15.4% |
| 6M | +23.4% | +25.2% | -1.8% | +5.0% |
| YTD | +28.1% | +67.2% | -39.1% | -19.5% |
| 1Y | -29.5% | +35.8% | -65.3% | -48.3% |
| 3Y | +15.0% | +40.5% | -25.5% | -23.1% |
| 5Y | -66.8% | -29.7% | -37.1% | -61.2% |
| 10Y | -75.1% | +166.0% | -241.1% | -83.3% |
| All | -75.1% | +168.4% | -243.5% | -83.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling