+298.8%
MXL vs CGNX
+1,470.2%
-1,171.4%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | +4.1% | +3.4% | +5.3% |
| 7D | +18.9% | +3.2% | +15.7% | +16.9% |
| 30D | +0.3% | +6.0% | -5.7% | -2.2% |
| 3M | -8.0% | +3.5% | -11.6% | -7.0% |
| 6M | +341.2% | +26.3% | +315.0% | +301.4% |
| YTD | +327.8% | +79.2% | +248.6% | +204.4% |
| 1Y | +364.9% | +43.8% | +321.1% | +273.0% |
| 3Y | +229.2% | +52.0% | +177.3% | +148.5% |
| 5Y | +42.8% | -24.0% | +66.8% | +53.6% |
| 10Y | +303.1% | +189.1% | +114.0% | +128.1% |
| All | +298.8% | +1,470.2% | -1,171.4% | +1.0% |
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