-32.1%
MKC vs CGNX
+49.8%
-81.9%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | +0.4% |
| 7D | -1.5% | +3.2% | -4.6% | -1.5% |
| 30D | -3.1% | +6.0% | -9.1% | -3.3% |
| 3M | +5.2% | +3.5% | +1.6% | +4.9% |
| 6M | -12.8% | +26.3% | -39.1% | -13.9% |
| YTD | -23.3% | +79.2% | -102.5% | -25.9% |
| 1Y | -24.1% | +43.8% | -67.9% | -25.8% |
| 3Y | -32.1% | +52.0% | -84.1% | -32.6% |
| All | -32.1% | +49.8% | -81.9% | -32.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling