+19.0%
MARA vs CGNX
+49.8%
-30.8%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.1% | +0.7% | +2.5% |
| 7D | +5.9% | +3.2% | +2.8% | +4.1% |
| 30D | +24.3% | +6.0% | +18.3% | +19.9% |
| 3M | -12.0% | +3.5% | -15.5% | -13.9% |
| 6M | +40.1% | +26.3% | +13.8% | +23.8% |
| YTD | +33.4% | +79.2% | -45.8% | -9.6% |
| 1Y | -23.7% | +43.8% | -67.5% | -40.2% |
| 3Y | +19.0% | +52.0% | -33.0% | -4.9% |
| All | +19.0% | +49.8% | -30.8% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling