+170.1%
MTB vs CGNX
+193.6%
-23.5%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -0.8% |
| 7D | 0.0% | +3.2% | -3.2% | -0.9% |
| 30D | -4.8% | +6.0% | -10.8% | -6.5% |
| 3M | +6.0% | +3.5% | +2.4% | +3.8% |
| 6M | +19.6% | +26.3% | -6.7% | +10.1% |
| YTD | +21.5% | +79.2% | -57.8% | -1.7% |
| 1Y | +24.7% | +43.8% | -19.1% | +6.7% |
| 3Y | +108.6% | +52.0% | +56.6% | +68.0% |
| 5Y | +106.7% | -24.0% | +130.8% | +100.1% |
| All | +170.1% | +193.6% | -23.5% | +64.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling