+65.6%
CL vs MGY
+168.1%
-102.5%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.2% |
| 7D | -0.8% | +2.6% | -3.3% | -0.8% |
| 30D | +9.5% | -2.0% | +11.5% | +9.6% |
| 3M | +6.8% | -7.8% | +14.6% | +6.9% |
| 6M | +14.3% | -13.9% | +28.2% | +14.7% |
| YTD | +27.0% | +11.6% | +15.4% | +25.9% |
| 1Y | +26.3% | +6.7% | +19.5% | +25.4% |
| 3Y | +39.3% | +20.6% | +18.6% | +36.7% |
| 5Y | +41.5% | +32.4% | +9.1% | +36.7% |
| All | +65.6% | +168.1% | -102.5% | +41.8% |
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