+1,230.2%
CIEN vs MGY
+210.8%
+1,019.3%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.2% |
| 7D | -4.6% | +1.5% | -6.1% | -4.8% |
| 30D | -12.8% | +6.8% | -19.7% | -13.9% |
| 3M | -23.1% | +2.6% | -25.7% | -23.8% |
| 6M | +6.1% | -3.1% | +9.2% | +5.7% |
| YTD | +44.5% | +29.4% | +15.1% | +35.5% |
| 1Y | +176.6% | +22.3% | +154.3% | +161.8% |
| 3Y | +601.0% | +26.6% | +574.4% | +554.0% |
| 5Y | +509.1% | +92.1% | +417.0% | +414.1% |
| All | +1,230.2% | +210.8% | +1,019.3% | +1,043.5% |
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