+8.3%
CL vs MGY
+21.4%
-13.1%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.2% |
| 7D | -2.4% | +1.8% | -4.2% | -2.3% |
| 30D | -4.8% | +6.5% | -11.3% | -4.2% |
| 3M | -1.7% | +0.3% | -2.0% | -1.8% |
| 6M | -3.8% | -2.4% | -1.4% | -4.7% |
| YTD | +13.3% | +29.0% | -15.7% | +9.7% |
| 1Y | +8.3% | +17.0% | -8.8% | +4.5% |
| All | +8.3% | +21.4% | -13.1% | +4.5% |
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