+15.6%
MLM vs CGNX
+42.0%
-26.4%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.5% |
| 7D | -0.9% | +4.7% | -5.5% | -1.5% |
| 30D | +9.0% | -12.7% | +21.7% | +10.8% |
| 3M | -5.6% | -18.7% | +13.1% | -3.3% |
| 6M | -10.7% | -21.2% | +10.5% | -8.5% |
| YTD | -17.2% | +39.6% | -56.7% | -23.6% |
| 1Y | -14.2% | +35.6% | -49.8% | -20.5% |
| 3Y | +15.6% | +44.7% | -29.1% | +2.2% |
| All | +15.6% | +42.0% | -26.4% | +2.2% |
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