+34.2%
MGY vs CP
+25.5%
+8.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.8% |
| 7D | +4.5% | +2.1% | +2.4% | +3.4% |
| 30D | -0.4% | +9.3% | -9.7% | -5.1% |
| 3M | -4.3% | +0.5% | -4.8% | -5.0% |
| 6M | -12.9% | +10.4% | -23.3% | -18.0% |
| YTD | +15.2% | +28.7% | -13.5% | -2.0% |
| 1Y | +10.3% | +33.2% | -22.8% | -8.0% |
| 3Y | +23.6% | +38.4% | -14.8% | -3.3% |
| All | +34.2% | +25.5% | +8.7% | +10.9% |
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