+29.8%
MGY vs CRL
+36.0%
-6.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | 0.0% |
| 7D | +1.8% | -6.9% | +8.7% | +3.1% |
| 30D | +6.5% | -3.2% | +9.7% | +7.0% |
| 3M | +0.3% | +46.5% | -46.2% | -7.2% |
| 6M | -2.4% | +63.1% | -65.5% | -12.6% |
| YTD | +29.0% | +36.9% | -7.9% | +19.6% |
| 1Y | +17.0% | +78.1% | -61.1% | +0.7% |
| All | +29.8% | +36.0% | -6.2% | +10.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling