+159.0%
MGY vs CF
+464.4%
-305.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.4% | +0.7% |
| 7D | -6.1% | +4.8% | -10.9% | -8.6% |
| 30D | -3.9% | +9.7% | -13.6% | -8.9% |
| 3M | -11.0% | +1.2% | -12.2% | -11.9% |
| 6M | -15.6% | +7.4% | -23.0% | -19.8% |
| YTD | +7.8% | +60.5% | -52.7% | -20.6% |
| 1Y | +5.8% | +50.7% | -44.9% | -19.3% |
| 3Y | +16.5% | +64.8% | -48.3% | -19.0% |
| 5Y | +28.5% | +115.8% | -87.3% | -29.1% |
| All | +159.0% | +464.4% | -305.4% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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