+751.1%
CDNS vs MGY
+210.8%
+540.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.2% | 0.0% |
| 7D | -7.2% | +1.5% | -8.7% | -7.4% |
| 30D | -14.3% | +6.8% | -21.1% | -15.2% |
| 3M | -27.2% | +2.6% | -29.8% | -27.8% |
| 6M | -4.5% | -3.1% | -1.4% | -4.8% |
| YTD | -9.0% | +29.4% | -38.4% | -13.6% |
| 1Y | -21.3% | +22.3% | -43.6% | -24.8% |
| 3Y | +19.6% | +26.6% | -7.0% | +12.5% |
| 5Y | +71.5% | +92.1% | -20.6% | +48.8% |
| All | +751.1% | +210.8% | +540.2% | +586.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling