+2,153.5%
CGNX vs MDY
+2,611.4%
-457.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.8% | +3.3% | +3.1% |
| 7D | +3.2% | -1.9% | +5.0% | +5.5% |
| 30D | +6.0% | -4.6% | +10.6% | +12.4% |
| 3M | +3.5% | -1.2% | +4.8% | +5.8% |
| 6M | +26.3% | +9.2% | +17.1% | +15.4% |
| YTD | +79.2% | +13.1% | +66.2% | +56.9% |
| 1Y | +43.8% | +13.0% | +30.8% | +26.9% |
| 3Y | +52.0% | +49.2% | +2.7% | -1.5% |
| 5Y | -24.0% | +47.2% | -71.3% | -49.6% |
| 10Y | +189.1% | +176.0% | +13.1% | -8.4% |
| All | +2,153.5% | +2,611.4% | -457.9% | -55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling