-8.8%
CLX vs MGY
+206.7%
-215.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -3.9% | -1.5% |
| 7D | -3.5% | -0.9% | -2.6% | -3.6% |
| 30D | -11.9% | +10.1% | -22.0% | -11.7% |
| 3M | -2.6% | -1.5% | -1.1% | -2.6% |
| 6M | -18.2% | -4.9% | -13.2% | -18.1% |
| YTD | -5.9% | +27.7% | -33.6% | -5.7% |
| 1Y | -23.8% | +20.1% | -43.9% | -23.7% |
| 3Y | -33.6% | +24.9% | -58.5% | -33.4% |
| 5Y | -35.7% | +91.6% | -127.3% | -34.3% |
| All | -8.8% | +206.7% | -215.5% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling