+17.6%
ABNB vs MGY
+313.9%
-296.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.5% |
| 7D | -6.5% | +3.5% | -10.0% | -7.4% |
| 30D | -5.5% | +5.3% | -10.8% | -7.0% |
| 3M | +30.0% | +2.6% | +27.4% | +28.2% |
| 6M | +27.6% | -3.3% | +30.9% | +26.8% |
| YTD | +25.4% | +29.2% | -3.8% | +13.7% |
| 1Y | +38.3% | +18.0% | +20.3% | +28.6% |
| 3Y | +15.5% | +30.0% | -14.5% | +2.4% |
| 5Y | +3.0% | +92.7% | -89.7% | -16.9% |
| All | +17.6% | +313.9% | -296.2% | -9.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling