+2,802.6%
MULL vs CGNX
+42.4%
+2,760.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.8% | +2.4% | +9.4% | +9.3% |
| 7D | +17.3% | +3.0% | +14.3% | +14.0% |
| 30D | +23.5% | -11.8% | +35.3% | +41.3% |
| 3M | -24.0% | -3.6% | -20.4% | -13.7% |
| 6M | +276.7% | +17.4% | +259.3% | +285.6% |
| YTD | +565.1% | +73.7% | +491.3% | +378.3% |
| 1Y | +2,802.6% | +41.5% | +2,761.1% | +2,402.9% |
| All | +2,802.6% | +42.4% | +2,760.2% | +2,402.9% |
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