-48.2%
CLF vs MGY
+94.8%
-143.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -3.0% | -2.3% |
| 7D | -2.7% | +1.5% | -4.2% | -3.4% |
| 30D | -3.2% | +6.8% | -10.0% | -6.7% |
| 3M | -5.0% | +2.6% | -7.6% | -7.5% |
| 6M | +26.6% | -3.1% | +29.7% | +24.0% |
| YTD | -9.0% | +29.4% | -38.4% | -24.1% |
| 1Y | +11.8% | +22.3% | -10.5% | -4.2% |
| 3Y | -15.1% | +26.6% | -41.7% | -29.1% |
| 5Y | -48.2% | +92.1% | -140.3% | -67.1% |
| All | -48.2% | +94.8% | -143.0% | -67.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling