+137.2%
MP vs CGNX
+43.9%
+93.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.4% |
| 7D | -4.6% | +1.5% | -6.1% | -5.1% |
| 30D | -7.1% | -1.8% | -5.3% | -6.4% |
| 3M | -4.0% | +5.3% | -9.2% | -6.1% |
| 6M | -16.7% | +22.3% | -39.0% | -22.7% |
| YTD | +1.6% | +72.2% | -70.6% | -21.5% |
| 1Y | -17.8% | +39.8% | -57.7% | -31.4% |
| All | +137.2% | +43.9% | +93.3% | +67.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling