+210.8%
MGY vs CVE
+436.9%
-226.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.9% |
| 7D | +1.5% | +2.0% | -0.5% | +0.3% |
| 30D | +6.8% | +13.2% | -6.3% | -0.9% |
| 3M | +2.6% | +21.7% | -19.1% | -9.2% |
| 6M | -3.1% | +48.4% | -51.5% | -24.1% |
| YTD | +29.4% | +100.1% | -70.7% | -15.8% |
| 1Y | +22.3% | +107.8% | -85.5% | -22.2% |
| 3Y | +26.6% | +76.9% | -50.3% | -12.2% |
| 5Y | +92.1% | +346.2% | -254.1% | -19.8% |
| All | +210.8% | +436.9% | -226.1% | +5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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