+210.8%
MGY vs CF
+537.0%
-326.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.8% | -1.5% | -0.2% |
| 7D | +1.5% | -0.8% | +2.3% | +1.9% |
| 30D | +6.8% | +14.3% | -7.4% | -1.0% |
| 3M | +2.6% | +27.9% | -25.2% | -10.9% |
| 6M | -3.1% | +25.5% | -28.6% | -17.1% |
| YTD | +29.4% | +81.2% | -51.8% | -10.7% |
| 1Y | +22.3% | +66.5% | -44.2% | -11.9% |
| 3Y | +26.6% | +76.7% | -50.1% | -15.4% |
| 5Y | +92.1% | +237.8% | -145.7% | -19.5% |
| All | +210.8% | +537.0% | -326.2% | +11.3% |
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