+70.6%
CSX vs MGY
+23.8%
+46.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.1% | -1.2% |
| 7D | +0.6% | -0.9% | +1.5% | +0.8% |
| 30D | -2.3% | +10.1% | -12.4% | -4.1% |
| 3M | +4.3% | -1.5% | +5.8% | +4.3% |
| 6M | +23.4% | -4.9% | +28.3% | +23.5% |
| YTD | +36.4% | +27.7% | +8.7% | +26.9% |
| 1Y | +53.0% | +20.1% | +33.0% | +43.8% |
| 3Y | +70.6% | +24.9% | +45.8% | +55.9% |
| All | +70.6% | +23.8% | +46.8% | +55.9% |
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 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