+5,557.8%
CGNX vs MTCH
+14,793.4%
-9,235.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.4% | +2.7% | +3.8% |
| 7D | +3.2% | +1.3% | +1.9% | +2.9% |
| 30D | +6.0% | +15.9% | -9.9% | +2.1% |
| 3M | +3.5% | +23.3% | -19.7% | -2.1% |
| 6M | +26.3% | +40.1% | -13.8% | +15.4% |
| YTD | +79.2% | +33.6% | +45.7% | +64.7% |
| 1Y | +43.8% | +14.1% | +29.7% | +37.3% |
| 3Y | +52.0% | +1.4% | +50.5% | +45.9% |
| 5Y | -24.0% | -73.1% | +49.1% | -3.9% |
| 10Y | +189.1% | +204.8% | -15.7% | +94.3% |
| All | +5,557.8% | +14,793.4% | -9,235.5% | +2,160.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling