+18.0%
CGNX vs MTCH
+28.3%
-10.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.6% | -7.9% | -10.8% |
| 7D | -19.5% | -8.2% | -11.3% | -20.1% |
| 30D | -28.4% | -3.6% | -24.8% | -28.4% |
| 3M | -32.7% | +3.2% | -35.9% | -32.1% |
| 6M | -19.0% | +5.1% | -24.1% | -17.7% |
| YTD | +32.6% | +24.0% | +8.6% | +40.6% |
| 1Y | +18.0% | +20.7% | -2.6% | +27.7% |
| All | +18.0% | +28.3% | -10.3% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 MTCH 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