+475.1%
MULL vs CGNX
+31.4%
+443.6%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -8.7% | -5.1% | -4.7% |
| 7D | -35.9% | -9.2% | -26.7% | -28.6% |
| 30D | -47.3% | -17.6% | -29.8% | -35.7% |
| 3M | -30.6% | -25.7% | -4.9% | -5.9% |
| 6M | +13.7% | -5.5% | +19.2% | +40.8% |
| YTD | +272.1% | +48.1% | +224.0% | +209.8% |
| 1Y | +475.1% | +33.5% | +441.6% | +494.8% |
| All | +475.1% | +31.4% | +443.6% | +494.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling