+200.6%
MLM vs CGNX
+182.0%
+18.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | -1.3% | +1.5% | -2.8% | -1.7% |
| 30D | -9.1% | -1.8% | -7.3% | -8.9% |
| 3M | -9.0% | +5.3% | -14.2% | -11.2% |
| 6M | -17.0% | +22.3% | -39.3% | -22.8% |
| YTD | -19.0% | +72.2% | -91.1% | -33.2% |
| 1Y | -18.1% | +39.8% | -57.9% | -29.0% |
| 3Y | +16.7% | +44.8% | -28.2% | -4.7% |
| 5Y | +40.2% | -27.0% | +67.3% | +38.8% |
| All | +200.6% | +182.0% | +18.5% | +86.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling