+303.5%
MXL vs CGNX
+42.4%
+261.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.4% | +3.1% | +4.2% |
| 7D | +1.6% | +3.0% | -1.3% | 0.0% |
| 30D | -7.0% | -11.8% | +4.8% | 0.0% |
| 3M | -33.4% | -3.6% | -29.8% | -29.9% |
| 6M | +260.2% | +17.4% | +242.8% | +256.4% |
| YTD | +260.0% | +73.7% | +186.2% | +189.3% |
| 1Y | +303.5% | +41.5% | +261.9% | +264.9% |
| All | +303.5% | +42.4% | +261.1% | +264.9% |
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