+156.9%
MGY vs CVE
+346.1%
-189.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | -6.9% | -10.0% | +3.1% | -0.8% |
| 30D | -4.7% | -11.9% | +7.2% | +2.7% |
| 3M | -11.7% | -5.9% | -5.7% | -8.5% |
| 6M | -16.3% | -1.6% | -14.7% | -16.0% |
| YTD | +7.0% | +66.3% | -59.3% | -22.2% |
| 1Y | +5.0% | +57.5% | -52.5% | -21.2% |
| 3Y | +15.6% | +65.4% | -49.8% | -16.4% |
| 5Y | +27.4% | +144.2% | -116.7% | -25.4% |
| All | +156.9% | +346.1% | -189.2% | -2.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling