+9.5%
MGY vs CDW
+13.2%
-3.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +12.7% | -17.9% | -6.2% |
| 7D | -12.1% | +3.7% | -15.9% | -12.3% |
| 30D | -2.6% | +26.0% | -28.6% | -5.1% |
| 3M | -4.2% | +10.1% | -14.3% | -5.1% |
| 6M | -23.9% | +26.1% | -50.0% | -25.4% |
| YTD | +8.8% | +25.9% | -17.0% | +5.6% |
| 1Y | +9.5% | +21.5% | -12.1% | +6.2% |
| All | +9.5% | +13.2% | -3.7% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 1y: compounded portfolio wealth divided by compounded CDW 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…
1y analysis · Full analysis span regression · 6 months rolling