+210.4%
MGY vs CBOE
+245.7%
-35.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.8% |
| 7D | +3.5% | -5.8% | +9.4% | +5.3% |
| 30D | +5.3% | -3.1% | +8.4% | +6.0% |
| 3M | +2.6% | -4.8% | +7.4% | +3.5% |
| 6M | -3.3% | -0.6% | -2.7% | -4.6% |
| YTD | +29.2% | +12.8% | +16.4% | +22.2% |
| 1Y | +18.0% | +19.8% | -1.7% | +9.3% |
| 3Y | +30.0% | +86.9% | -56.9% | -1.9% |
| 5Y | +92.7% | +136.5% | -43.9% | +29.1% |
| All | +210.4% | +245.7% | -35.3% | +79.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling