+199.8%
MGY vs CNH
+70.5%
+129.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.6% | -3.5% |
| 7D | +2.1% | +23.3% | -21.2% | -8.4% |
| 30D | +13.8% | +33.5% | -19.7% | -2.4% |
| 3M | -4.3% | +32.7% | -37.0% | -19.0% |
| 6M | -5.1% | +22.2% | -27.2% | -18.3% |
| YTD | +24.8% | +57.7% | -32.9% | -7.5% |
| 1Y | +11.8% | +28.0% | -16.2% | -7.6% |
| 3Y | +23.5% | +11.5% | +12.0% | +5.8% |
| 5Y | +87.5% | +11.9% | +75.6% | +52.6% |
| All | +199.8% | +70.5% | +129.3% | +58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling