+210.4%
MGY vs CRL
+174.1%
+36.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.4% |
| 7D | +3.5% | -3.5% | +7.1% | +4.6% |
| 30D | +5.3% | -2.1% | +7.4% | +5.8% |
| 3M | +2.6% | +48.0% | -45.3% | -10.2% |
| 6M | -3.3% | +64.7% | -68.0% | -19.8% |
| YTD | +29.2% | +39.5% | -10.3% | +12.5% |
| 1Y | +18.0% | +74.2% | -56.2% | -5.8% |
| 3Y | +30.0% | +39.4% | -9.4% | +5.0% |
| 5Y | +92.7% | -36.9% | +129.6% | +108.2% |
| All | +210.4% | +174.1% | +36.2% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling