+206.7%
MGY vs CFG
+178.0%
+28.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.1% | +3.4% | +3.0% |
| 7D | -0.9% | +2.7% | -3.6% | -2.5% |
| 30D | +10.1% | -3.7% | +13.8% | +12.2% |
| 3M | -1.5% | +9.5% | -10.9% | -7.6% |
| 6M | -4.9% | +22.2% | -27.2% | -17.4% |
| YTD | +27.7% | +22.3% | +5.4% | +10.1% |
| 1Y | +20.1% | +39.4% | -19.4% | -4.9% |
| 3Y | +24.9% | +188.5% | -163.6% | -39.6% |
| 5Y | +91.6% | +101.5% | -10.0% | +9.5% |
| All | +206.7% | +178.0% | +28.7% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded CFG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling