+113.5%
CSCO vs MGY
+25.2%
+88.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -10.5% |
| 3M | -7.6% | +2.6% | -10.3% | -8.3% |
| 6M | +44.9% | -3.3% | +48.2% | +45.2% |
| YTD | +47.7% | +29.2% | +18.5% | +38.5% |
| 1Y | +69.1% | +18.0% | +51.1% | +61.4% |
| 3Y | +113.5% | +30.0% | +83.5% | +94.5% |
| All | +113.5% | +25.2% | +88.4% | +94.5% |
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 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