+13,491.4%
MA vs CGNX
+1,065.5%
+12,426.0%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -3.5% | +1.5% | -5.0% | -3.9% |
| 30D | +0.7% | -1.8% | +2.5% | +0.9% |
| 3M | +15.8% | +5.3% | +10.5% | +12.3% |
| 6M | +10.2% | +22.3% | -12.1% | +0.9% |
| YTD | -0.5% | +72.2% | -72.7% | -20.9% |
| 1Y | -1.8% | +39.8% | -41.7% | -17.7% |
| 3Y | +38.7% | +44.8% | -6.1% | +8.3% |
| 5Y | +67.6% | -27.0% | +94.7% | +60.6% |
| 10Y | +510.9% | +177.7% | +333.2% | +239.1% |
| All | +13,491.4% | +1,065.5% | +12,426.0% | +3,414.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling