+17.1%
CDNS vs MGY
+24.9%
-7.8%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -6.5% | +1.8% | -8.3% | -6.8% |
| 30D | -13.0% | +6.5% | -19.5% | -14.0% |
| 3M | -26.0% | +0.3% | -26.3% | -26.1% |
| 6M | -2.8% | -2.4% | -0.5% | -3.3% |
| YTD | -8.8% | +29.0% | -37.8% | -15.8% |
| 1Y | -15.8% | +17.0% | -32.9% | -20.4% |
| All | +17.1% | +24.9% | -7.8% | +8.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling