+22.1%
MGY vs CF
+75.1%
-53.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.2% | +1.7% | -0.2% |
| 7D | +2.1% | +6.0% | -3.9% | -0.3% |
| 30D | +13.8% | +14.8% | -1.0% | +7.4% |
| 3M | -4.3% | +14.1% | -18.3% | -9.5% |
| 6M | -5.1% | +28.5% | -33.6% | -16.0% |
| YTD | +24.8% | +74.9% | -50.1% | -3.4% |
| 1Y | +11.8% | +61.7% | -49.9% | -10.8% |
| All | +22.1% | +75.1% | -53.0% | -7.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling