+453.7%
MP vs CGNX
+17.1%
+436.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.6% |
| 7D | +3.0% | +3.6% | -0.5% | +1.2% |
| 30D | +8.3% | -6.8% | +15.2% | +12.0% |
| 3M | -3.8% | -0.1% | -3.7% | -4.2% |
| 6M | -4.9% | +26.2% | -31.1% | -15.3% |
| YTD | +9.6% | +73.7% | -64.1% | -21.9% |
| 1Y | -11.7% | +40.4% | -52.1% | -30.7% |
| 3Y | +158.5% | +46.1% | +112.4% | +85.5% |
| 5Y | +68.9% | -25.6% | +94.5% | +72.2% |
| All | +453.7% | +17.1% | +436.6% | +416.1% |
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 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