+1,245.2%
MU vs CGNX
-25.4%
+1,270.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -2.3% |
| 7D | -4.1% | +3.2% | -7.2% | -5.7% |
| 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% | +113.4% |
| YTD | +241.9% | +79.2% | +162.7% | +155.5% |
| 1Y | +548.8% | +43.8% | +505.0% | +436.8% |
| 3Y | +1,308.2% | +52.0% | +1,256.2% | +962.0% |
| All | +1,245.2% | -25.4% | +1,270.6% | +1,172.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling