+23.0%
MMM vs CGNX
+31.4%
-8.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -8.7% | +18.2% | +10.0% |
| 7D | +12.2% | -9.2% | +21.4% | +12.7% |
| 30D | +18.8% | -17.6% | +36.4% | +20.2% |
| 3M | +7.4% | -25.7% | +33.1% | +9.4% |
| 6M | +38.3% | -5.5% | +43.8% | +36.8% |
| YTD | +22.9% | +48.1% | -25.2% | +14.6% |
| 1Y | +23.0% | +33.5% | -10.5% | +17.8% |
| All | +23.0% | +31.4% | -8.4% | +17.8% |
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