+113.4%
CSCO vs MGY
+85.2%
+28.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -1.1% | +1.8% | -2.9% | -1.4% |
| 30D | -10.8% | +6.5% | -17.3% | -11.7% |
| 3M | -9.2% | +0.3% | -9.5% | -9.5% |
| 6M | +39.5% | -2.4% | +41.9% | +39.4% |
| YTD | +41.5% | +29.0% | +12.5% | +34.7% |
| 1Y | +61.0% | +17.0% | +43.9% | +55.4% |
| 3Y | +105.2% | +26.2% | +79.1% | +93.0% |
| 5Y | +113.4% | +92.3% | +21.1% | +88.3% |
| All | +113.4% | +85.2% | +28.3% | +88.3% |
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