Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • MU vs CGNX✓SelectedUSD · CGNXMU vs CGNX performance historyLatest closeAs of-0.22%09/11
Stock and ETF performance explorer

MU vs CGNX

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,308.2%
CGNX return
+49.8%
Excess return
+1,258.4%
Maximum drawdown
-57.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 3y.

Portfolio and benchmark returns by period
PeriodPortfolioCGNXExcessAlpha
1D-0.2%+4.1%-4.3%-2.3%
7D-4.1%+3.2%-7.2%-5.6%
30D+7.0%+6.0%+1.0%+3.8%
3M-2.1%+3.5%-5.6%-2.7%
6M+133.1%+26.3%+106.8%+115.0%
YTD+241.9%+79.2%+162.7%+160.9%
1Y+548.8%+43.8%+505.0%+446.8%
3Y+1,308.2%+52.0%+1,256.2%+937.0%
All+1,308.2%+49.8%+1,258.4%+937.0%

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