+765.3%
CDNS vs MGY
+210.4%
+555.0%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -1.1% | +3.5% | -4.7% | -1.7% |
| 30D | -10.4% | +5.3% | -15.7% | -11.2% |
| 3M | -24.6% | +2.6% | -27.2% | -25.2% |
| 6M | -1.6% | -3.3% | +1.7% | -1.9% |
| YTD | -7.4% | +29.2% | -36.6% | -12.1% |
| 1Y | -18.4% | +18.0% | -36.4% | -21.5% |
| 3Y | +19.0% | +30.0% | -11.0% | +11.5% |
| 5Y | +73.4% | +92.7% | -19.3% | +50.4% |
| All | +765.3% | +210.4% | +555.0% | +597.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 10y: compounded portfolio wealth divided by compounded MGY 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…
10y analysis · Full analysis span regression · 6 months rolling