+71.7%
MUB vs CGNX
+1,662.5%
-1,590.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.2% | +1.5% | -2.7% | -1.2% |
| 30D | -2.8% | -1.8% | -1.0% | -2.8% |
| 3M | -3.1% | +5.3% | -8.3% | -3.1% |
| 6M | -2.9% | +22.3% | -25.2% | -3.0% |
| YTD | -2.0% | +72.2% | -74.2% | -2.4% |
| 1Y | 0.0% | +39.8% | -39.9% | -0.3% |
| 3Y | +7.4% | +44.8% | -37.4% | +6.9% |
| 5Y | +0.8% | -27.0% | +27.8% | +0.5% |
| 10Y | +16.7% | +177.7% | -161.0% | +16.2% |
| All | +71.7% | +1,662.5% | -1,590.8% | +69.7% |
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 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