+101,884.7%
MU vs CGNX
+12,871.6%
+89,013.0%
-98.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.3% | -1.8% |
| 7D | -4.1% | +3.2% | -7.2% | -5.2% |
| 30D | +7.0% | +6.0% | +1.0% | +4.7% |
| 3M | -2.1% | +3.5% | -5.6% | -2.4% |
| 6M | +133.1% | +26.3% | +106.8% | +117.3% |
| YTD | +241.9% | +79.2% | +162.7% | +172.0% |
| 1Y | +548.8% | +43.8% | +505.0% | +457.8% |
| 3Y | +1,308.2% | +52.0% | +1,256.2% | +1,055.2% |
| 5Y | +1,260.7% | -24.0% | +1,284.8% | +1,305.2% |
| 10Y | +5,849.6% | +189.1% | +5,660.5% | +3,687.5% |
| All | +101,884.7% | +12,871.6% | +89,013.0% | +20,747.5% |
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