+68.8%
ACN vs MGY
+206.7%
-137.9%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.3% | -6.4% | -4.5% |
| 7D | -4.8% | -0.9% | -3.9% | -4.7% |
| 30D | +1.9% | +10.1% | -8.2% | 0.0% |
| 3M | +3.9% | -1.5% | +5.3% | +3.8% |
| 6M | -15.0% | -4.9% | -10.1% | -14.7% |
| YTD | -31.9% | +27.7% | -59.6% | -35.4% |
| 1Y | -28.5% | +20.1% | -48.6% | -31.6% |
| 3Y | -41.9% | +24.9% | -66.8% | -45.8% |
| 5Y | -42.9% | +91.6% | -134.4% | -52.4% |
| All | +68.8% | +206.7% | -137.9% | +6.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling