-10.5%
MLM vs CGNX
+31.4%
-41.9%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -8.7% | +11.0% | +3.1% |
| 7D | +9.1% | -9.2% | +18.3% | +9.9% |
| 30D | +14.6% | -17.6% | +32.2% | +16.6% |
| 3M | +0.3% | -25.7% | +26.0% | +3.0% |
| 6M | -7.5% | -5.5% | -2.0% | -7.7% |
| YTD | -10.2% | +48.1% | -58.3% | -15.8% |
| 1Y | -10.5% | +33.5% | -44.0% | -14.7% |
| All | -10.5% | +31.4% | -41.9% | -14.7% |
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