+41.5%
CGNX vs MDY
+17.9%
+23.6%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.3% | +2.2% |
| 7D | +3.0% | +0.1% | +2.8% | +2.7% |
| 30D | -11.8% | -1.5% | -10.4% | -9.3% |
| 3M | -3.6% | +0.8% | -4.4% | -3.7% |
| 6M | +17.4% | +7.4% | +10.0% | +6.3% |
| YTD | +73.7% | +15.2% | +58.6% | +35.3% |
| 1Y | +41.5% | +16.5% | +25.0% | +7.4% |
| All | +41.5% | +17.9% | +23.6% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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