+52.1%
CSX vs MGY
+21.0%
+31.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.6% | -1.3% |
| 7D | -0.6% | +1.5% | -2.1% | -0.6% |
| 30D | -3.2% | +6.8% | -10.1% | -3.3% |
| 3M | +2.6% | +2.6% | 0.0% | +2.6% |
| 6M | +19.8% | -3.1% | +22.9% | +19.0% |
| YTD | +34.7% | +29.4% | +5.2% | +29.5% |
| 1Y | +52.1% | +22.3% | +29.8% | +46.7% |
| All | +52.1% | +21.0% | +31.1% | +46.7% |
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 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