+114.4%
MTUM vs CGNX
+49.8%
+64.7%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.8% | +0.4% |
| 7D | +0.7% | +3.2% | -2.4% | 0.0% |
| 30D | -2.4% | +6.0% | -8.4% | -3.8% |
| 3M | -3.6% | +3.5% | -7.2% | -4.4% |
| 6M | +23.7% | +26.3% | -2.6% | +18.2% |
| YTD | +22.9% | +79.2% | -56.3% | +8.3% |
| 1Y | +21.8% | +43.8% | -22.0% | +11.9% |
| 3Y | +114.4% | +52.0% | +62.5% | +87.1% |
| All | +114.4% | +49.8% | +64.7% | +87.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling