+3,342.7%
MKC vs CGNX
+12,871.6%
-9,528.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | +0.1% |
| 7D | -1.5% | +3.2% | -4.6% | -1.7% |
| 30D | -3.1% | +6.0% | -9.1% | -3.7% |
| 3M | +5.2% | +3.5% | +1.6% | +4.5% |
| 6M | -12.8% | +26.3% | -39.1% | -15.1% |
| YTD | -23.3% | +79.2% | -102.5% | -27.8% |
| 1Y | -24.1% | +43.8% | -67.9% | -27.5% |
| 3Y | -32.1% | +52.0% | -84.1% | -36.3% |
| 5Y | -32.8% | -24.0% | -8.8% | -34.0% |
| 10Y | +29.9% | +189.1% | -159.2% | +12.4% |
| All | +3,342.7% | +12,871.6% | -9,528.9% | +1,672.0% |
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