+30.2%
MGY vs CFG
+182.2%
-152.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.7% |
| 7D | +1.5% | -0.6% | +2.1% | +1.7% |
| 30D | +6.8% | -4.5% | +11.4% | +8.5% |
| 3M | +2.6% | +6.3% | -3.7% | -0.6% |
| 6M | -3.1% | +20.6% | -23.7% | -11.6% |
| YTD | +29.4% | +21.2% | +8.2% | +17.0% |
| 1Y | +22.3% | +38.2% | -15.9% | +3.7% |
| All | +30.2% | +182.2% | -152.0% | -16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling