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  • MLM vs CGNX✓SelectedUSD · CGNXMLM vs CGNX performance historyLatest closeAs of+1.15%09/04
Stock and ETF performance explorer

MLM vs CGNX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+3,070.5%
CGNX return
+2,897.2%
Excess return
+173.3%
Maximum drawdown
-63.7%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCGNXExcessAlpha
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