+74.5%
CSX vs MGY
+15.0%
+59.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.2% | +7.0% | +3.5% |
| 7D | -2.2% | -9.5% | +7.3% | -0.6% |
| 30D | +6.8% | -5.9% | +12.7% | +7.7% |
| 3M | +0.7% | -9.0% | +9.6% | +1.8% |
| 6M | +13.3% | -17.4% | +30.6% | +16.3% |
| YTD | +40.5% | +5.6% | +35.0% | +34.4% |
| 1Y | +44.7% | +6.0% | +38.7% | +38.1% |
| 3Y | +74.5% | +15.6% | +58.9% | +63.4% |
| All | +74.5% | +15.0% | +59.5% | +63.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling