-10.7%
CMG vs MGY
+15.5%
-26.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.5% | -0.1% | -1.6% |
| 7D | -2.8% | +2.1% | -4.9% | -2.8% |
| 30D | +7.1% | +13.8% | -6.7% | +6.9% |
| 3M | +31.2% | -4.3% | +35.4% | +31.7% |
| 6M | +0.7% | -5.1% | +5.7% | -0.7% |
| YTD | -0.1% | +24.8% | -24.9% | -9.4% |
| 1Y | -10.7% | +11.8% | -22.6% | -17.5% |
| All | -10.7% | +15.5% | -26.3% | -17.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling