+286.9%
CAH vs MGY
+210.4%
+76.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -5.1% | +3.5% | -8.6% | -5.6% |
| 30D | +0.2% | +5.3% | -5.1% | -0.6% |
| 3M | +6.3% | +2.6% | +3.6% | +5.6% |
| 6M | +9.4% | -3.3% | +12.7% | +9.3% |
| YTD | +15.0% | +29.2% | -14.3% | +9.9% |
| 1Y | +55.4% | +18.0% | +37.4% | +50.3% |
| 3Y | +173.8% | +30.0% | +143.8% | +155.9% |
| 5Y | +395.2% | +92.7% | +302.5% | +319.2% |
| All | +286.9% | +210.4% | +76.5% | +213.9% |
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