+3,174.0%
MPC vs CGNX
+749.4%
+2,424.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | 0.0% | +2.3% | +2.3% |
| 7D | +3.9% | +3.6% | +0.3% | +2.8% |
| 30D | +33.8% | -6.8% | +40.6% | +35.8% |
| 3M | +49.9% | -0.1% | +50.0% | +47.8% |
| 6M | +80.9% | +26.2% | +54.7% | +64.9% |
| YTD | +147.4% | +73.7% | +73.7% | +97.6% |
| 1Y | +123.2% | +40.4% | +82.8% | +88.7% |
| 3Y | +171.7% | +46.1% | +125.6% | +114.6% |
| 5Y | +678.6% | -25.6% | +704.2% | +642.3% |
| 10Y | +1,134.0% | +171.3% | +962.7% | +597.4% |
| All | +3,174.0% | +749.4% | +2,424.6% | +892.4% |
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 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