-35.5%
CLX vs MGY
+24.9%
-60.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -1.0% |
| 7D | -5.9% | +1.8% | -7.7% | -5.8% |
| 30D | -17.0% | +6.5% | -23.5% | -16.8% |
| 3M | -9.6% | +0.3% | -9.9% | -9.3% |
| 6M | -21.5% | -2.4% | -19.1% | -21.5% |
| YTD | -8.8% | +29.0% | -37.8% | -9.8% |
| 1Y | -24.7% | +17.0% | -41.7% | -25.3% |
| All | -35.5% | +24.9% | -60.4% | -36.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling