-34.6%
MP vs CGNX
+31.4%
-66.0%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -8.7% | +3.6% | -2.1% |
| 7D | -12.5% | -9.2% | -3.4% | -9.6% |
| 30D | -23.3% | -17.6% | -5.8% | -18.3% |
| 3M | -24.4% | -25.7% | +1.4% | -17.1% |
| 6M | -45.8% | -5.5% | -40.3% | -43.9% |
| YTD | -28.9% | +48.1% | -77.0% | -37.9% |
| 1Y | -34.6% | +33.5% | -68.1% | -38.4% |
| All | -34.6% | +31.4% | -66.0% | -38.4% |
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