+30.7%
MCO vs CGNX
-25.4%
+56.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +0.8% |
| 7D | -3.8% | +3.2% | -6.9% | -4.4% |
| 30D | -0.4% | +6.0% | -6.4% | -1.9% |
| 3M | +7.7% | +3.5% | +4.2% | +5.8% |
| 6M | +7.0% | +26.3% | -19.3% | -0.5% |
| YTD | -6.4% | +79.2% | -85.7% | -22.5% |
| 1Y | -7.6% | +43.8% | -51.4% | -19.4% |
| 3Y | +43.2% | +52.0% | -8.7% | +14.9% |
| All | +30.7% | -25.4% | +56.1% | +26.9% |
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