-39.7%
CAG vs MGY
+25.2%
-64.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -5.7% | +3.5% | -9.2% | -5.9% |
| 30D | -2.4% | +5.3% | -7.7% | -2.7% |
| 3M | +9.8% | +2.6% | +7.1% | +9.6% |
| 6M | -10.8% | -3.3% | -7.6% | -10.7% |
| YTD | -10.8% | +29.2% | -40.0% | -12.9% |
| 1Y | -19.0% | +18.0% | -37.0% | -20.4% |
| 3Y | -39.7% | +30.0% | -69.7% | -42.8% |
| All | -39.7% | +25.2% | -64.8% | -42.8% |
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