+45.8%
CL vs MGY
+210.4%
-164.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.4% | -1.3% |
| 7D | -2.2% | +3.5% | -5.8% | -2.3% |
| 30D | -6.0% | +5.3% | -11.3% | -6.2% |
| 3M | -2.3% | +2.6% | -5.0% | -2.5% |
| 6M | -2.0% | -3.3% | +1.3% | -2.0% |
| YTD | +11.8% | +29.2% | -17.4% | +10.5% |
| 1Y | +5.8% | +18.0% | -12.2% | +4.9% |
| 3Y | +25.9% | +30.0% | -4.1% | +23.5% |
| 5Y | +26.9% | +92.7% | -65.7% | +20.3% |
| All | +45.8% | +210.4% | -164.5% | +24.4% |
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 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