+207.7%
CME vs MGY
+210.8%
-3.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.4% |
| 7D | -1.1% | +1.5% | -2.6% | -1.3% |
| 30D | +4.2% | +6.8% | -2.7% | +3.2% |
| 3M | +7.3% | +2.6% | +4.7% | +6.8% |
| 6M | -11.4% | -3.1% | -8.3% | -11.3% |
| YTD | +3.5% | +29.4% | -25.9% | -0.2% |
| 1Y | +8.6% | +22.3% | -13.7% | +5.2% |
| 3Y | +51.6% | +26.6% | +25.0% | +43.4% |
| 5Y | +75.3% | +92.1% | -16.8% | +48.8% |
| All | +207.7% | +210.8% | -3.2% | +89.7% |
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 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