-18.3%
MKC vs CGNX
+31.4%
-49.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -8.7% | +14.1% | +4.8% |
| 7D | +9.6% | -9.2% | +18.8% | +8.9% |
| 30D | +12.0% | -17.6% | +29.6% | +10.9% |
| 3M | -2.0% | -25.7% | +23.7% | -3.3% |
| 6M | +7.2% | -5.5% | +12.7% | +6.2% |
| YTD | -23.7% | +48.1% | -71.8% | -22.9% |
| 1Y | -18.3% | +33.5% | -51.8% | -16.8% |
| All | -18.3% | +31.4% | -49.7% | -16.8% |
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 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