+190.3%
CRM vs MGY
+210.4%
-20.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.2% | +1.8% | +1.9% |
| 7D | -4.4% | +3.5% | -8.0% | -5.0% |
| 30D | +28.1% | +5.3% | +22.9% | +27.0% |
| 3M | +48.8% | +2.6% | +46.2% | +47.6% |
| 6M | +28.3% | -3.3% | +31.5% | +28.2% |
| YTD | -6.0% | +29.2% | -35.2% | -11.0% |
| 1Y | +1.4% | +18.0% | -16.6% | -2.5% |
| 3Y | +11.8% | +30.0% | -18.2% | +4.1% |
| 5Y | -2.0% | +92.7% | -94.7% | -16.0% |
| All | +190.3% | +210.4% | -20.1% | +131.9% |
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