+5,917.1%
MCD vs CGNX
+12,360.6%
-6,443.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | -2.5% | +1.5% | -4.0% | -2.7% |
| 30D | -7.0% | -1.8% | -5.3% | -7.0% |
| 3M | -9.8% | +5.3% | -15.1% | -10.6% |
| 6M | -21.8% | +22.3% | -44.1% | -23.8% |
| YTD | -15.6% | +72.2% | -87.8% | -21.0% |
| 1Y | -15.2% | +39.8% | -55.0% | -19.3% |
| 3Y | -2.6% | +44.8% | -47.4% | -9.2% |
| 5Y | +18.9% | -27.0% | +45.9% | +17.0% |
| 10Y | +180.8% | +177.7% | +3.1% | +138.1% |
| All | +5,917.1% | +12,360.6% | -6,443.5% | +2,786.6% |
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