-20.7%
MDLN vs CGNX
+75.5%
-96.2%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | +0.3% |
| 7D | -11.1% | +3.2% | -14.3% | -11.2% |
| 30D | -8.4% | +6.0% | -14.4% | -8.5% |
| 3M | -12.4% | +3.5% | -15.9% | -12.3% |
| 6M | -23.3% | +26.3% | -49.6% | -23.6% |
| YTD | -22.5% | +79.2% | -101.8% | -20.8% |
| All | -20.7% | +75.5% | -96.2% | -18.8% |
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