+24.7%
MTB vs CGNX
+45.2%
-20.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | +0.1% |
| 7D | 0.0% | +3.2% | -3.2% | -0.2% |
| 30D | -4.8% | +6.0% | -10.8% | -5.1% |
| 3M | +6.0% | +3.5% | +2.4% | +5.6% |
| 6M | +19.6% | +26.3% | -6.7% | +17.6% |
| YTD | +21.5% | +79.2% | -57.8% | +15.9% |
| 1Y | +24.7% | +43.8% | -19.1% | +20.9% |
| All | +24.7% | +45.2% | -20.4% | +20.9% |
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