-22.3%
MCD vs CGNX
+26.7%
-49.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -1.0% |
| 7D | -2.9% | +3.2% | -6.1% | -2.6% |
| 30D | -6.7% | -3.7% | -3.0% | -6.9% |
| 3M | -9.6% | +1.0% | -10.6% | -9.8% |
| 6M | -22.3% | +22.1% | -44.4% | -23.8% |
| All | -22.3% | +26.7% | -49.0% | -23.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling