+179.8%
ADM vs MGY
+210.8%
-31.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +2.1% |
| 7D | +1.4% | +1.5% | -0.1% | +1.0% |
| 30D | +8.2% | +6.8% | +1.4% | +6.4% |
| 3M | +8.7% | +2.6% | +6.1% | +7.7% |
| 6M | +29.1% | -3.1% | +32.2% | +29.3% |
| YTD | +53.7% | +29.4% | +24.2% | +43.2% |
| 1Y | +43.2% | +22.3% | +20.9% | +35.1% |
| 3Y | +21.4% | +26.6% | -5.2% | +11.7% |
| 5Y | +67.1% | +92.1% | -25.0% | +36.3% |
| All | +179.8% | +210.8% | -31.0% | +92.2% |
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