+12.6%
MGY vs CGNX
+19.2%
-6.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -10.5% | +11.1% | -0.5% |
| 7D | -10.3% | -19.5% | +9.2% | -12.4% |
| 30D | -1.8% | -28.4% | +26.7% | -5.4% |
| 3M | -0.1% | -32.7% | +32.6% | -4.3% |
| 6M | -22.8% | -19.0% | -3.7% | -23.9% |
| YTD | +9.5% | +32.6% | -23.0% | +11.7% |
| 1Y | +12.6% | +18.0% | -5.4% | +16.7% |
| All | +12.6% | +19.2% | -6.6% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling