+368.3%
CSCO vs MGY
+210.4%
+157.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.2% | +4.2% | +4.3% |
| 7D | +2.7% | +3.5% | -0.9% | +2.0% |
| 30D | -9.5% | +5.3% | -14.8% | -10.4% |
| 3M | -7.6% | +2.6% | -10.3% | -8.4% |
| 6M | +44.9% | -3.3% | +48.2% | +44.9% |
| YTD | +47.7% | +29.2% | +18.5% | +40.0% |
| 1Y | +69.1% | +18.0% | +51.1% | +62.6% |
| 3Y | +113.5% | +30.0% | +83.5% | +99.0% |
| 5Y | +122.8% | +92.7% | +30.1% | +86.7% |
| All | +368.3% | +210.4% | +157.9% | +245.7% |
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 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