+91.6%
MGY vs CVE
+327.8%
-236.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.5% | -0.2% | +0.4% |
| 7D | -0.9% | +0.2% | -1.1% | -1.0% |
| 30D | +10.1% | +17.5% | -7.4% | -2.6% |
| 3M | -1.5% | +16.2% | -17.7% | -12.5% |
| 6M | -4.9% | +47.8% | -52.7% | -30.0% |
| YTD | +27.7% | +98.5% | -70.8% | -25.5% |
| 1Y | +20.1% | +109.8% | -89.7% | -33.0% |
| 3Y | +24.9% | +75.5% | -50.6% | -21.9% |
| 5Y | +91.6% | +341.6% | -250.0% | -39.2% |
| All | +91.6% | +327.8% | -236.2% | -39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling