-25.9%
CCJ vs MGY
+8.9%
-34.8%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.2% | +4.0% | -1.9% |
| 7D | -14.5% | -12.1% | -2.4% | -16.0% |
| 30D | -18.1% | -2.6% | -15.4% | -18.1% |
| 3M | -23.0% | -4.2% | -18.8% | -23.0% |
| 6M | -39.4% | -23.9% | -15.5% | -40.4% |
| YTD | -21.7% | +8.8% | -30.5% | -32.3% |
| 1Y | -25.9% | +9.5% | -35.4% | -36.8% |
| All | -25.9% | +8.9% | -34.8% | -36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling