+7,291.9%
MCO vs CGNX
+2,613.5%
+4,678.4%
-78.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.8% |
| 3M | +7.7% | +3.5% | +4.2% | +6.0% |
| 6M | +7.0% | +26.3% | -19.3% | +0.4% |
| YTD | -6.4% | +79.2% | -85.7% | -19.9% |
| 1Y | -7.6% | +43.8% | -51.4% | -17.8% |
| 3Y | +43.2% | +52.0% | -8.7% | +22.2% |
| 5Y | +29.6% | -24.0% | +53.6% | +26.1% |
| 10Y | +389.2% | +189.1% | +200.1% | +257.4% |
| All | +7,291.9% | +2,613.5% | +4,678.4% | +3,311.2% |
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