+89.0%
MGY vs CBOE
+136.7%
-47.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.4% |
| 7D | +3.5% | -5.8% | +9.4% | +4.1% |
| 30D | +5.3% | -3.1% | +8.4% | +5.5% |
| 3M | +2.6% | -4.8% | +7.4% | +2.7% |
| 6M | -3.3% | -0.6% | -2.7% | -3.5% |
| YTD | +29.2% | +12.8% | +16.4% | +27.7% |
| 1Y | +18.0% | +19.8% | -1.7% | +16.2% |
| 3Y | +30.0% | +86.9% | -56.9% | +14.4% |
| All | +89.0% | +136.7% | -47.6% | +56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 5y: compounded portfolio wealth divided by compounded CBOE 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…
5y analysis · Full analysis span regression · 6 months rolling