+10.3%
MGY vs CP
+31.6%
-21.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.6% |
| 7D | +4.5% | +2.1% | +2.4% | +4.6% |
| 30D | -0.4% | +9.3% | -9.7% | -0.6% |
| 3M | -4.3% | +0.5% | -4.8% | -4.1% |
| 6M | -12.9% | +10.4% | -23.3% | -13.0% |
| YTD | +15.2% | +28.7% | -13.5% | +7.0% |
| 1Y | +10.3% | +33.2% | -22.8% | +1.1% |
| All | +10.3% | +31.6% | -21.2% | +1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 1y: compounded portfolio wealth divided by compounded CP 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…
1y analysis · Full analysis span regression · 6 months rolling