+3.0%
MCHP vs CGNX
-25.4%
+28.4%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +4.1% | -0.4% | +1.6% |
| 7D | 0.0% | +3.2% | -3.1% | -1.5% |
| 30D | -6.0% | +6.0% | -12.0% | -8.9% |
| 3M | -19.7% | +3.5% | -23.2% | -21.1% |
| 6M | +14.0% | +26.3% | -12.3% | +1.9% |
| YTD | +18.4% | +79.2% | -60.8% | -16.4% |
| 1Y | +17.1% | +43.8% | -26.7% | -7.6% |
| 3Y | +0.7% | +52.0% | -51.2% | -29.0% |
| All | +3.0% | -25.4% | +28.4% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling