+117.2%
MPC vs CGNX
+31.4%
+85.8%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -8.7% | +0.6% | -8.8% |
| 7D | -10.9% | -9.2% | -1.7% | -11.6% |
| 30D | -9.4% | -17.6% | +8.2% | -10.8% |
| 3M | +26.0% | -25.7% | +51.7% | +23.1% |
| 6M | +56.5% | -5.5% | +62.0% | +57.0% |
| YTD | +144.3% | +48.1% | +96.2% | +149.2% |
| 1Y | +117.2% | +33.5% | +83.7% | +129.6% |
| All | +117.2% | +31.4% | +85.8% | +129.6% |
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