+227.6%
CSX vs MGY
+168.1%
+59.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.5% | -1.9% | +0.8% |
| 7D | -0.3% | +2.6% | -2.9% | -0.9% |
| 30D | +8.7% | -2.0% | +10.7% | +8.9% |
| 3M | +4.2% | -7.8% | +12.1% | +5.6% |
| 6M | +16.7% | -13.9% | +30.6% | +19.5% |
| YTD | +44.5% | +11.6% | +32.9% | +38.4% |
| 1Y | +50.3% | +6.7% | +43.5% | +45.4% |
| 3Y | +76.3% | +20.6% | +55.7% | +62.6% |
| 5Y | +58.1% | +32.4% | +25.8% | +36.9% |
| All | +227.6% | +168.1% | +59.5% | +108.0% |
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