+27.7%
CL vs MGY
+25.3%
+2.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.8% | -0.4% |
| 7D | -2.3% | +1.5% | -3.8% | -2.2% |
| 30D | -5.5% | +6.8% | -12.3% | -5.2% |
| 3M | +0.8% | +2.6% | -1.8% | +1.0% |
| 6M | -4.2% | -3.1% | -1.1% | -4.3% |
| YTD | +13.4% | +29.4% | -16.0% | +13.8% |
| 1Y | +7.1% | +22.3% | -15.2% | +7.3% |
| All | +27.7% | +25.3% | +2.4% | +26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling