+210.4%
MGY vs CGNX
+53.7%
+156.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.1% | -3.9% | -0.9% |
| 7D | +3.5% | +3.2% | +0.4% | +2.6% |
| 30D | +5.3% | +6.0% | -0.7% | +3.3% |
| 3M | +2.6% | +3.5% | -0.9% | +0.2% |
| 6M | -3.3% | +26.3% | -29.6% | -12.3% |
| YTD | +29.2% | +79.2% | -50.0% | +1.1% |
| 1Y | +18.0% | +43.8% | -25.8% | -1.4% |
| 3Y | +30.0% | +52.0% | -21.9% | +1.3% |
| 5Y | +92.7% | -24.0% | +116.7% | +85.0% |
| All | +210.4% | +53.7% | +156.7% | +136.5% |
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