+1,739.5%
MULL vs CGNX
+45.2%
+1,694.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +4.1% | -5.3% | -5.5% |
| 7D | -8.4% | +3.2% | -11.6% | -11.6% |
| 30D | +9.7% | +6.0% | +3.7% | +3.7% |
| 3M | -26.8% | +3.5% | -30.3% | -23.8% |
| 6M | +220.7% | +26.3% | +194.4% | +210.1% |
| YTD | +509.0% | +79.2% | +429.8% | +326.6% |
| 1Y | +1,739.5% | +43.8% | +1,695.7% | +1,453.1% |
| All | +1,739.5% | +45.2% | +1,694.4% | +1,453.1% |
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