+87.5%
CI vs MGY
+199.8%
-112.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.5% | +0.2% | -1.0% |
| 7D | +1.3% | +2.1% | -0.8% | +0.9% |
| 30D | +4.4% | +13.8% | -9.4% | +2.0% |
| 3M | +0.7% | -4.3% | +4.9% | +1.1% |
| 6M | +0.3% | -5.1% | +5.4% | +0.5% |
| YTD | +3.8% | +24.8% | -21.0% | -1.1% |
| 1Y | -5.5% | +11.8% | -17.3% | -8.3% |
| 3Y | +8.1% | +23.5% | -15.4% | +0.9% |
| 5Y | +42.8% | +87.5% | -44.7% | +17.1% |
| All | +87.5% | +199.8% | -112.3% | +28.4% |
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