+79.6%
CME vs MGY
+88.8%
-9.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.4% | +0.5% |
| 7D | -1.6% | +3.5% | -5.1% | -1.8% |
| 30D | +5.6% | +5.3% | +0.3% | +5.3% |
| 3M | +5.6% | +2.6% | +2.9% | +5.3% |
| 6M | -8.3% | -3.3% | -5.0% | -8.2% |
| YTD | +4.3% | +29.2% | -24.9% | +3.2% |
| 1Y | +9.1% | +18.0% | -8.9% | +8.2% |
| 3Y | +52.1% | +30.0% | +22.0% | +48.8% |
| All | +79.6% | +88.8% | -9.1% | +68.2% |
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 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