-66.3%
MARA vs CGNX
-25.4%
-40.9%
-95.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +4.1% | +0.7% | +1.5% |
| 7D | +5.9% | +3.2% | +2.8% | +3.3% |
| 30D | +24.3% | +6.0% | +18.3% | +17.9% |
| 3M | -12.0% | +3.5% | -15.5% | -15.2% |
| 6M | +40.1% | +26.3% | +13.8% | +14.8% |
| YTD | +33.4% | +79.2% | -45.8% | -28.3% |
| 1Y | -23.7% | +43.8% | -67.5% | -50.0% |
| 3Y | +19.0% | +52.0% | -33.0% | -35.0% |
| All | -66.3% | -25.4% | -40.9% | -53.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling