+30.2%
MGY vs CNH
+9.4%
+20.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.8% |
| 7D | +1.5% | +1.8% | -0.3% | +0.9% |
| 30D | +6.8% | +32.6% | -25.8% | -0.6% |
| 3M | +2.6% | +29.4% | -26.8% | -4.8% |
| 6M | -3.1% | +26.0% | -29.1% | -10.3% |
| YTD | +29.4% | +52.2% | -22.8% | +10.4% |
| 1Y | +22.3% | +23.9% | -1.6% | +13.1% |
| All | +30.2% | +9.4% | +20.8% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling