+92.3%
MGY vs CP
+32.2%
+60.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | +0.4% |
| 7D | +1.8% | -2.7% | +4.5% | +3.2% |
| 30D | +6.5% | -3.4% | +9.8% | +8.1% |
| 3M | +0.3% | -0.6% | +1.0% | +0.2% |
| 6M | -2.4% | +6.3% | -8.7% | -6.9% |
| YTD | +29.0% | +21.2% | +7.8% | +13.4% |
| 1Y | +17.0% | +20.0% | -3.0% | +3.3% |
| 3Y | +26.2% | +18.7% | +7.4% | +8.3% |
| 5Y | +92.3% | +34.8% | +57.6% | +40.4% |
| All | +92.3% | +32.2% | +60.2% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling