-5.6%
CLX vs MGY
+8.9%
-14.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -5.2% | +10.9% | +4.7% |
| 7D | +14.2% | -12.1% | +26.3% | +11.7% |
| 30D | +22.7% | -2.6% | +25.3% | +22.0% |
| 3M | -2.8% | -4.2% | +1.5% | -2.9% |
| 6M | +17.7% | -23.9% | +41.6% | +15.3% |
| YTD | +3.3% | +8.8% | -5.5% | -9.7% |
| 1Y | -5.6% | +9.5% | -15.1% | -17.1% |
| All | -5.6% | +8.9% | -14.6% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling