+73.1%
CDNS vs MGY
+88.4%
-15.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -14.1% |
| 3M | -26.0% | +0.3% | -26.3% | -26.4% |
| 6M | -2.8% | -2.4% | -0.5% | -3.3% |
| YTD | -8.8% | +29.0% | -37.8% | -14.6% |
| 1Y | -15.8% | +17.0% | -32.9% | -19.6% |
| 3Y | +19.7% | +26.2% | -6.4% | +10.9% |
| All | +73.1% | +88.4% | -15.4% | +53.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling