+421.5%
CARR vs MGY
+812.9%
-391.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.3% | +1.4% |
| 7D | -3.8% | +3.5% | -7.3% | -4.4% |
| 30D | -8.9% | +5.3% | -14.2% | -9.9% |
| 3M | -17.3% | +2.6% | -20.0% | -18.1% |
| 6M | -1.4% | -3.3% | +1.9% | -1.8% |
| YTD | +10.0% | +29.2% | -19.2% | +2.8% |
| 1Y | -6.4% | +18.0% | -24.4% | -11.0% |
| 3Y | +1.5% | +30.0% | -28.5% | -6.4% |
| 5Y | +9.3% | +92.7% | -83.4% | -9.5% |
| All | +421.5% | +812.9% | -391.4% | +205.9% |
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