+93.0%
MGY vs CDW
-23.9%
+116.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +1.9% |
| 7D | +1.5% | -4.2% | +5.7% | +2.9% |
| 30D | +6.8% | +4.9% | +2.0% | +4.4% |
| 3M | +2.6% | +7.3% | -4.7% | -1.7% |
| 6M | -3.1% | +19.2% | -22.3% | -13.1% |
| YTD | +29.4% | +6.2% | +23.2% | +21.8% |
| 1Y | +22.3% | -14.0% | +36.3% | +26.9% |
| 3Y | +26.6% | -30.0% | +56.5% | +38.4% |
| All | +93.0% | -23.9% | +116.9% | +102.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling