+22.3%
MGY vs CVE
+109.0%
-86.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.8% |
| 7D | +1.5% | +2.0% | -0.5% | +0.2% |
| 30D | +6.8% | +13.2% | -6.3% | -1.8% |
| 3M | +2.6% | +21.7% | -19.1% | -10.4% |
| 6M | -3.1% | +48.4% | -51.5% | -25.9% |
| YTD | +29.4% | +100.1% | -70.7% | -20.2% |
| 1Y | +22.3% | +107.8% | -85.5% | -27.8% |
| All | +22.3% | +109.0% | -86.7% | -27.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling