+49.2%
CL vs MGY
+199.8%
-150.6%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.4% |
| 7D | -2.2% | +2.1% | -4.3% | -2.3% |
| 30D | -4.8% | +13.8% | -18.6% | -5.3% |
| 3M | +4.9% | -4.3% | +9.2% | +5.0% |
| 6M | -5.7% | -5.1% | -0.7% | -5.7% |
| YTD | +14.4% | +24.8% | -10.4% | +13.1% |
| 1Y | +8.7% | +11.8% | -3.1% | +7.9% |
| 3Y | +30.0% | +23.5% | +6.5% | +27.7% |
| 5Y | +28.4% | +87.5% | -59.1% | +21.8% |
| All | +49.2% | +199.8% | -150.6% | +27.3% |
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