+2,396.1%
MUU vs CGNX
+69.7%
+2,326.3%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.2% | -5.3% |
| 7D | -8.2% | +3.2% | -11.4% | -11.3% |
| 30D | +10.2% | +6.0% | +4.2% | +4.3% |
| 3M | -26.5% | +3.5% | -30.0% | -23.8% |
| 6M | +227.2% | +26.3% | +200.9% | +207.4% |
| YTD | +527.4% | +79.2% | +448.2% | +309.7% |
| 1Y | +1,843.7% | +43.8% | +1,799.9% | +1,471.1% |
| All | +2,396.1% | +69.7% | +2,326.3% | +1,268.8% |
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 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