+199.8%
MGY vs CP
+206.5%
-6.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.7% |
| 7D | +2.1% | -2.7% | +4.8% | +3.7% |
| 30D | +13.8% | +0.2% | +13.6% | +13.3% |
| 3M | -4.3% | +2.6% | -6.8% | -6.4% |
| 6M | -5.1% | +6.0% | -11.0% | -10.5% |
| YTD | +24.8% | +24.9% | -0.1% | +4.2% |
| 1Y | +11.8% | +20.1% | -8.3% | -4.2% |
| 3Y | +23.5% | +16.4% | +7.1% | +4.6% |
| 5Y | +87.5% | +31.7% | +55.7% | +40.8% |
| All | +199.8% | +206.5% | -6.8% | +44.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling