+14.1%
ADP vs MGY
+25.3%
-11.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.4% | -1.2% |
| 7D | -5.7% | +1.5% | -7.2% | -5.8% |
| 30D | -3.1% | +6.8% | -9.9% | -3.9% |
| 3M | +15.6% | +2.6% | +13.0% | +15.0% |
| 6M | +20.8% | -3.1% | +23.9% | +20.9% |
| YTD | +4.7% | +29.4% | -24.7% | +1.2% |
| 1Y | -8.3% | +22.3% | -30.6% | -10.9% |
| All | +14.1% | +25.3% | -11.3% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling