+30.0%
MGY vs CG
+42.2%
-12.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.6% |
| 7D | +3.5% | -9.9% | +13.4% | +6.3% |
| 30D | +5.3% | -11.7% | +16.9% | +8.3% |
| 3M | +2.6% | -4.3% | +6.9% | +2.7% |
| 6M | -3.3% | -8.8% | +5.5% | -2.8% |
| YTD | +29.2% | -26.9% | +56.1% | +38.9% |
| 1Y | +18.0% | -35.4% | +53.5% | +32.7% |
| 3Y | +30.0% | +43.0% | -13.0% | +9.0% |
| All | +30.0% | +42.2% | -12.1% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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