+68.4%
CL vs MGY
+176.7%
-108.3%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.2% | +1.8% |
| 7D | +3.2% | +4.5% | -1.3% | +3.1% |
| 30D | +8.0% | -0.4% | +8.5% | +8.0% |
| 3M | +7.9% | -4.3% | +12.2% | +7.9% |
| 6M | +14.7% | -12.9% | +27.6% | +15.1% |
| YTD | +29.2% | +15.2% | +14.0% | +28.0% |
| 1Y | +29.5% | +10.3% | +19.2% | +28.5% |
| 3Y | +40.7% | +23.6% | +17.0% | +38.0% |
| 5Y | +43.9% | +35.7% | +8.1% | +38.9% |
| All | +68.4% | +176.7% | -108.3% | +44.0% |
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