+591.5%
CAT vs MGY
+176.7%
+414.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.6% | -2.4% | -1.3% |
| 7D | +7.4% | +4.5% | +2.9% | +6.0% |
| 30D | -19.7% | -0.4% | -19.3% | -19.7% |
| 3M | -29.6% | -4.3% | -25.3% | -29.2% |
| 6M | -33.2% | -12.9% | -20.3% | -31.5% |
| YTD | +5.7% | +15.2% | -9.5% | -1.5% |
| 1Y | +9.3% | +10.3% | -1.0% | +3.1% |
| 3Y | +158.3% | +23.6% | +134.7% | +132.1% |
| 5Y | +211.6% | +35.7% | +175.8% | +162.4% |
| All | +591.5% | +176.7% | +414.8% | +355.8% |
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 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