+20.2%
MRSH vs CGNX
-25.4%
+45.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -0.5% |
| 7D | -4.8% | +3.2% | -7.9% | -5.0% |
| 30D | -6.3% | +6.0% | -12.3% | -6.8% |
| 3M | +5.8% | +3.5% | +2.3% | +5.0% |
| 6M | +2.8% | +26.3% | -23.5% | -0.4% |
| YTD | -3.1% | +79.2% | -82.4% | -10.9% |
| 1Y | -11.3% | +43.8% | -55.1% | -16.3% |
| 3Y | -5.0% | +52.0% | -56.9% | -13.9% |
| All | +20.2% | -25.4% | +45.6% | +22.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling