+356.0%
CSCO vs MGY
+206.7%
+149.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.4% |
| 7D | -0.5% | -0.9% | +0.4% | -0.4% |
| 30D | -10.1% | +10.1% | -20.2% | -11.7% |
| 3M | -11.7% | -1.5% | -10.3% | -11.8% |
| 6M | +40.1% | -4.9% | +45.0% | +40.5% |
| YTD | +43.8% | +27.7% | +16.1% | +36.6% |
| 1Y | +66.6% | +20.1% | +46.6% | +59.7% |
| 3Y | +108.5% | +24.9% | +83.6% | +95.7% |
| 5Y | +114.0% | +91.6% | +22.4% | +79.4% |
| All | +356.0% | +206.7% | +149.3% | +237.3% |
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 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