+604.3%
CEG vs MGY
+42.8%
+561.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -4.8% | +3.5% | -8.3% | -5.9% |
| 30D | +2.3% | +5.3% | -2.9% | +0.4% |
| 3M | +15.6% | +2.6% | +12.9% | +13.9% |
| 6M | -5.0% | -3.3% | -1.7% | -5.5% |
| YTD | -19.0% | +29.2% | -48.3% | -28.1% |
| 1Y | -10.0% | +18.0% | -28.0% | -17.7% |
| 3Y | +163.9% | +30.0% | +133.9% | +131.2% |
| All | +604.3% | +42.8% | +561.5% | +503.7% |
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