+289.3%
CAH vs MGY
+209.8%
+79.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.3% | -1.6% |
| 7D | -5.1% | +1.8% | -6.9% | -5.3% |
| 30D | -1.8% | +6.5% | -8.3% | -2.7% |
| 3M | +9.4% | +0.3% | +9.0% | +9.0% |
| 6M | +9.2% | -2.4% | +11.6% | +9.0% |
| YTD | +15.7% | +29.0% | -13.3% | +10.6% |
| 1Y | +59.7% | +17.0% | +42.7% | +54.6% |
| 3Y | +178.5% | +26.2% | +152.3% | +161.5% |
| 5Y | +398.3% | +92.3% | +305.9% | +321.9% |
| All | +289.3% | +209.8% | +79.5% | +215.9% |
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 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