+2,714.4%
MMM vs CGNX
+12,360.6%
-9,646.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -3.2% | +1.5% | -4.7% | -3.4% |
| 30D | -10.7% | -1.8% | -8.9% | -10.6% |
| 3M | +4.3% | +5.3% | -1.0% | +3.1% |
| 6M | +5.9% | +22.3% | -16.4% | +2.3% |
| YTD | +3.2% | +72.2% | -69.0% | -5.7% |
| 1Y | +8.0% | +39.8% | -31.8% | +1.1% |
| 3Y | +99.1% | +44.8% | +54.3% | +82.7% |
| 5Y | +25.7% | -27.0% | +52.8% | +24.2% |
| 10Y | +53.3% | +177.7% | -124.4% | +26.4% |
| All | +2,714.4% | +12,360.6% | -9,646.2% | +1,400.3% |
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