-12.7%
CLX vs MGY
+210.4%
-223.1%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.3% | -1.1% |
| 7D | -5.7% | +3.5% | -9.2% | -5.6% |
| 30D | -17.0% | +5.3% | -22.3% | -16.9% |
| 3M | -9.7% | +2.6% | -12.3% | -9.6% |
| 6M | -19.8% | -3.3% | -16.6% | -19.8% |
| YTD | -9.8% | +29.2% | -39.1% | -9.6% |
| 1Y | -26.2% | +18.0% | -44.2% | -26.1% |
| 3Y | -36.2% | +30.0% | -66.2% | -36.0% |
| 5Y | -38.3% | +92.7% | -131.0% | -37.0% |
| All | -12.7% | +210.4% | -223.1% | -8.2% |
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