+210.4%
MGY vs CNH
+60.7%
+149.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | +3.5% | -5.7% | +9.2% | +6.3% |
| 30D | +5.3% | +26.6% | -21.3% | -7.4% |
| 3M | +2.6% | +31.1% | -28.4% | -12.7% |
| 6M | -3.3% | +24.9% | -28.2% | -18.1% |
| YTD | +29.2% | +48.7% | -19.5% | -1.6% |
| 1Y | +18.0% | +22.2% | -4.2% | -0.5% |
| 3Y | +30.0% | +7.4% | +22.6% | +12.9% |
| 5Y | +92.7% | +10.8% | +81.8% | +56.2% |
| All | +210.4% | +60.7% | +149.6% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling