+210.4%
MGY vs CDW
+172.7%
+37.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.8% | -7.7% | -3.8% |
| 7D | +3.5% | +0.9% | +2.6% | +2.7% |
| 30D | +5.3% | +13.1% | -7.8% | -2.4% |
| 3M | +2.6% | +19.7% | -17.0% | -9.2% |
| 6M | -3.3% | +30.7% | -34.0% | -21.3% |
| YTD | +29.2% | +14.7% | +14.5% | +12.7% |
| 1Y | +18.0% | -5.3% | +23.3% | +14.7% |
| 3Y | +30.0% | -23.8% | +53.9% | +38.3% |
| 5Y | +92.7% | -16.8% | +109.5% | +87.2% |
| All | +210.4% | +172.7% | +37.7% | +87.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling