+91.4%
CLF vs MGY
+176.7%
-85.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -4.0% |
| 7D | +10.4% | +4.5% | +5.9% | +7.7% |
| 30D | +0.6% | -0.4% | +1.0% | +0.6% |
| 3M | +4.1% | -4.3% | +8.5% | +5.2% |
| 6M | +15.1% | -12.9% | +28.0% | +19.9% |
| YTD | -4.7% | +15.2% | -19.9% | -16.3% |
| 1Y | +20.4% | +10.3% | +10.0% | +8.0% |
| 3Y | -23.4% | +23.6% | -47.0% | -35.6% |
| 5Y | -43.3% | +35.7% | -79.0% | -57.5% |
| All | +91.4% | +176.7% | -85.3% | -12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling