+3,178.3%
MTZ vs CGNX
+12,871.6%
-9,693.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.1% | -0.6% | +2.5% |
| 7D | +1.4% | +3.2% | -1.8% | +0.6% |
| 30D | -14.5% | +6.0% | -20.5% | -15.7% |
| 3M | -32.9% | +3.5% | -36.5% | -33.6% |
| 6M | -20.8% | +26.3% | -47.1% | -25.6% |
| YTD | +10.6% | +79.2% | -68.6% | -6.7% |
| 1Y | +27.1% | +43.8% | -16.7% | +13.1% |
| 3Y | +166.1% | +52.0% | +114.2% | +129.6% |
| 5Y | +170.7% | -24.0% | +194.7% | +170.8% |
| 10Y | +752.2% | +189.1% | +563.1% | +499.0% |
| All | +3,178.3% | +12,871.6% | -9,693.3% | +1,053.6% |
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