+204.3%
CVX vs MGY
+210.4%
-6.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | +2.6% | +3.5% | -0.9% | +1.1% |
| 30D | +9.8% | +5.3% | +4.6% | +7.3% |
| 3M | +16.2% | +2.6% | +13.6% | +14.4% |
| 6M | +13.6% | -3.3% | +16.9% | +14.7% |
| YTD | +44.4% | +29.2% | +15.2% | +28.4% |
| 1Y | +40.6% | +18.0% | +22.6% | +29.6% |
| 3Y | +48.2% | +30.0% | +18.2% | +29.0% |
| 5Y | +172.3% | +92.7% | +79.6% | +92.9% |
| All | +204.3% | +210.4% | -6.1% | +46.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling