+285.6%
MRVL vs CGNX
-25.4%
+311.0%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.1% | -0.1% | +1.6% |
| 7D | +5.6% | +3.2% | +2.4% | +3.7% |
| 30D | +8.8% | +6.0% | +2.8% | +4.9% |
| 3M | -15.9% | +3.5% | -19.4% | -16.5% |
| 6M | +161.3% | +26.3% | +135.0% | +134.3% |
| YTD | +178.2% | +79.2% | +99.0% | +88.4% |
| 1Y | +255.3% | +43.8% | +211.5% | +172.3% |
| 3Y | +323.1% | +52.0% | +271.2% | +186.0% |
| All | +285.6% | -25.4% | +311.0% | +293.4% |
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