+394.0%
CAH vs MGY
+88.8%
+305.2%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.6% |
| 7D | -5.1% | +3.5% | -8.6% | -5.4% |
| 30D | +0.2% | +5.3% | -5.1% | -0.3% |
| 3M | +6.3% | +2.6% | +3.6% | +5.9% |
| 6M | +9.4% | -3.3% | +12.7% | +9.4% |
| YTD | +15.0% | +29.2% | -14.3% | +11.6% |
| 1Y | +55.4% | +18.0% | +37.4% | +52.1% |
| 3Y | +173.8% | +30.0% | +143.8% | +160.5% |
| All | +394.0% | +88.8% | +305.2% | +331.6% |
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