+127.8%
AAPL vs MGY
+88.8%
+39.0%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.6% | +1.7% |
| 7D | +3.8% | +3.5% | +0.3% | +3.2% |
| 30D | +9.9% | +5.3% | +4.7% | +8.9% |
| 3M | +12.5% | +2.6% | +9.8% | +11.6% |
| 6M | +27.6% | -3.3% | +30.9% | +27.3% |
| YTD | +22.6% | +29.2% | -6.7% | +14.8% |
| 1Y | +45.0% | +18.0% | +26.9% | +38.2% |
| 3Y | +87.8% | +30.0% | +57.7% | +72.1% |
| All | +127.8% | +88.8% | +39.0% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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