+766.7%
MTZ vs CGNX
+193.6%
+573.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +1.9% |
| 7D | +1.4% | +3.2% | -1.8% | +0.2% |
| 30D | -14.5% | +6.0% | -20.5% | -16.3% |
| 3M | -32.9% | +3.5% | -36.5% | -34.0% |
| 6M | -20.8% | +26.3% | -47.1% | -28.0% |
| YTD | +10.6% | +79.2% | -68.6% | -15.0% |
| 1Y | +27.1% | +43.8% | -16.7% | +6.0% |
| 3Y | +166.1% | +52.0% | +114.2% | +108.3% |
| 5Y | +170.7% | -24.0% | +194.7% | +163.2% |
| All | +766.7% | +193.6% | +573.0% | +362.7% |
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 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