+604.3%
MTUM vs CGNX
+641.5%
-37.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +4.1% | -2.8% | +0.2% |
| 7D | +0.7% | +3.2% | -2.4% | -0.1% |
| 30D | -2.4% | +6.0% | -8.4% | -4.1% |
| 3M | -3.6% | +3.5% | -7.2% | -4.8% |
| 6M | +23.7% | +26.3% | -2.6% | +15.8% |
| YTD | +22.9% | +79.2% | -56.3% | +2.3% |
| 1Y | +21.8% | +43.8% | -22.0% | +6.9% |
| 3Y | +114.4% | +52.0% | +62.5% | +77.6% |
| 5Y | +79.6% | -24.0% | +103.6% | +76.5% |
| 10Y | +356.2% | +189.1% | +167.2% | +211.1% |
| All | +604.3% | +641.5% | -37.2% | +298.4% |
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