+73.4%
ACN vs MGY
+210.4%
-137.0%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.2% | +3.2% | +3.3% |
| 7D | -1.5% | +3.5% | -5.1% | -2.1% |
| 30D | +2.1% | +5.3% | -3.2% | +1.1% |
| 3M | +11.1% | +2.6% | +8.5% | +10.2% |
| 6M | -6.8% | -3.3% | -3.6% | -6.8% |
| YTD | -30.0% | +29.2% | -59.3% | -33.8% |
| 1Y | -23.1% | +18.0% | -41.2% | -26.1% |
| 3Y | -40.4% | +30.0% | -70.4% | -44.8% |
| 5Y | -41.6% | +92.7% | -134.2% | -51.4% |
| All | +73.4% | +210.4% | -137.0% | +9.4% |
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