+199.8%
MGY vs CDW
+170.2%
+29.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.0% |
| 7D | +2.1% | +3.2% | -1.1% | +0.4% |
| 30D | +13.8% | +9.3% | +4.5% | +7.8% |
| 3M | -4.3% | +9.8% | -14.1% | -10.9% |
| 6M | -5.1% | +23.3% | -28.4% | -19.8% |
| YTD | +24.8% | +13.7% | +11.1% | +9.7% |
| 1Y | +11.8% | -6.5% | +18.3% | +9.7% |
| 3Y | +23.5% | -25.2% | +48.8% | +33.4% |
| 5Y | +87.5% | -19.5% | +107.0% | +86.8% |
| All | +199.8% | +170.2% | +29.6% | +82.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling