+17.3%
MUB vs CGNX
+193.6%
-176.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.1% | -3.7% | +0.4% |
| 7D | -0.8% | +3.2% | -4.0% | -0.9% |
| 30D | -2.4% | +6.0% | -8.4% | -2.5% |
| 3M | -2.8% | +3.5% | -6.4% | -2.9% |
| 6M | -2.2% | +26.3% | -28.5% | -2.6% |
| YTD | -1.6% | +79.2% | -80.8% | -2.5% |
| 1Y | 0.0% | +43.8% | -43.8% | -0.7% |
| 3Y | +7.9% | +52.0% | -44.1% | +6.7% |
| 5Y | +1.2% | -24.0% | +25.3% | +0.8% |
| All | +17.3% | +193.6% | -176.3% | +15.7% |
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