-29.2%
MARA vs CGNX
+36.3%
-65.5%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -6.7% | +2.7% | -0.7% |
| 7D | +1.7% | -3.8% | +5.5% | +3.6% |
| 30D | +25.0% | -8.6% | +33.6% | +30.7% |
| 3M | -18.3% | -5.7% | -12.6% | -16.0% |
| 6M | +23.4% | +25.2% | -1.8% | +15.2% |
| YTD | +28.1% | +67.2% | -39.1% | -3.5% |
| All | -29.2% | +36.3% | -65.5% | -38.1% |
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