+3,070.5%
MLM vs CGNX
+2,897.2%
+173.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.4% | -1.3% | +0.7% |
| 7D | -2.9% | +3.0% | -5.9% | -3.5% |
| 30D | -6.8% | -11.8% | +5.0% | -4.7% |
| 3M | -11.2% | -3.6% | -7.6% | -11.3% |
| 6M | -21.8% | +17.4% | -39.2% | -25.0% |
| YTD | -17.0% | +73.7% | -90.7% | -27.3% |
| 1Y | -16.4% | +41.5% | -57.9% | -24.3% |
| 3Y | +14.5% | +34.1% | -19.6% | +1.9% |
| 5Y | +41.7% | -27.3% | +69.0% | +40.1% |
| 10Y | +200.0% | +166.6% | +33.4% | +125.8% |
| All | +3,070.5% | +2,897.2% | +173.3% | +1,343.7% |
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 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