+223.6%
ADP vs MGY
+210.4%
+13.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -2.8% | +3.5% | -6.3% | -3.3% |
| 30D | +0.2% | +5.3% | -5.0% | -0.7% |
| 3M | +20.5% | +2.6% | +17.8% | +19.5% |
| 6M | +28.8% | -3.3% | +32.1% | +28.8% |
| YTD | +6.6% | +29.2% | -22.6% | +1.3% |
| 1Y | -6.9% | +18.0% | -24.9% | -10.3% |
| 3Y | +16.1% | +30.0% | -13.9% | +8.0% |
| 5Y | +49.3% | +92.7% | -43.3% | +24.6% |
| All | +223.6% | +210.4% | +13.2% | +118.4% |
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