+427.0%
MCK vs CGNX
+193.6%
+233.4%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.1% | -4.0% | -0.3% |
| 7D | -2.9% | +3.2% | -6.1% | -3.2% |
| 30D | +0.4% | +6.0% | -5.6% | -0.2% |
| 3M | +12.1% | +3.5% | +8.6% | +11.1% |
| 6M | -5.4% | +26.3% | -31.7% | -8.7% |
| YTD | +7.8% | +79.2% | -71.5% | -1.5% |
| 1Y | +22.9% | +43.8% | -20.8% | +15.2% |
| 3Y | +110.7% | +52.0% | +58.8% | +89.7% |
| 5Y | +346.2% | -24.0% | +370.2% | +356.4% |
| All | +427.0% | +193.6% | +233.4% | +294.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling