+0.7%
MCHP vs CGNX
+49.8%
-49.1%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +1.8% |
| 7D | 0.0% | +3.2% | -3.1% | -1.4% |
| 30D | -6.0% | +6.0% | -12.0% | -8.7% |
| 3M | -19.7% | +3.5% | -23.2% | -20.9% |
| 6M | +14.0% | +26.3% | -12.3% | +3.3% |
| YTD | +18.4% | +79.2% | -60.8% | -13.7% |
| 1Y | +17.1% | +43.8% | -26.7% | -4.5% |
| 3Y | +0.7% | +52.0% | -51.2% | -31.3% |
| All | +0.7% | +49.8% | -49.1% | -31.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling