+331.8%
CMG vs MGY
+210.4%
+121.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | -2.1% | +3.5% | -5.6% | -2.6% |
| 30D | +10.9% | +5.3% | +5.6% | +10.0% |
| 3M | +15.8% | +2.6% | +13.2% | +15.0% |
| 6M | +6.9% | -3.3% | +10.2% | +6.7% |
| YTD | -2.2% | +29.2% | -31.4% | -6.9% |
| 1Y | -7.1% | +18.0% | -25.1% | -10.4% |
| 3Y | -7.1% | +30.0% | -37.1% | -13.2% |
| 5Y | -4.8% | +92.7% | -97.5% | -18.7% |
| All | +331.8% | +210.4% | +121.4% | +184.6% |
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