+405.1%
MP vs CGNX
+20.8%
+384.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +4.1% | -5.7% | -3.6% |
| 7D | -7.4% | +3.2% | -10.5% | -8.9% |
| 30D | -6.7% | +6.0% | -12.7% | -9.4% |
| 3M | -11.7% | +3.5% | -15.2% | -13.7% |
| 6M | -18.9% | +26.3% | -45.2% | -27.9% |
| YTD | 0.0% | +79.2% | -79.3% | -29.9% |
| 1Y | -19.9% | +43.8% | -63.7% | -37.9% |
| 3Y | +133.4% | +52.0% | +81.5% | +63.9% |
| 5Y | +48.1% | -24.0% | +72.1% | +49.2% |
| All | +405.1% | +20.8% | +384.3% | +363.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling