-23.3%
MKC vs CGNX
+42.4%
-65.7%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.4% | -3.4% | -0.8% |
| 7D | -5.9% | +3.0% | -8.8% | -5.7% |
| 30D | -0.9% | -11.8% | +11.0% | -1.4% |
| 3M | +12.7% | -3.6% | +16.3% | +12.7% |
| 6M | -19.3% | +17.4% | -36.7% | -19.0% |
| YTD | -22.2% | +73.7% | -95.9% | -20.7% |
| 1Y | -23.3% | +41.5% | -64.9% | -23.2% |
| All | -23.3% | +42.4% | -65.7% | -23.2% |
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 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