+91.6%
MGY vs CF
+222.3%
-130.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.7% | +1.6% | +2.0% |
| 7D | -0.9% | -0.9% | 0.0% | -0.5% |
| 30D | +10.1% | +18.1% | -8.0% | +1.5% |
| 3M | -1.5% | +23.4% | -24.8% | -11.2% |
| 6M | -4.9% | +17.1% | -22.0% | -13.9% |
| YTD | +27.7% | +76.2% | -48.5% | -6.2% |
| 1Y | +20.1% | +62.3% | -42.2% | -8.5% |
| 3Y | +24.9% | +71.8% | -46.9% | -10.6% |
| 5Y | +91.6% | +234.6% | -143.0% | -14.4% |
| All | +91.6% | +222.3% | -130.7% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling