+206.7%
MGY vs CPB
-42.5%
+249.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.8% | +0.5% | +2.3% |
| 7D | -0.9% | -8.2% | +7.3% | -0.7% |
| 30D | +10.1% | -5.6% | +15.7% | +10.3% |
| 3M | -1.5% | +3.0% | -4.4% | -1.7% |
| 6M | -4.9% | -12.7% | +7.8% | -4.5% |
| YTD | +27.7% | -18.0% | +45.7% | +28.6% |
| 1Y | +20.1% | -31.7% | +51.8% | +21.8% |
| 3Y | +24.9% | -41.0% | +65.8% | +26.9% |
| 5Y | +91.6% | -38.4% | +130.0% | +94.7% |
| All | +206.7% | -42.5% | +249.2% | +208.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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