+50.0%
ADP vs MGY
+88.8%
-38.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -2.8% | +3.5% | -6.3% | -3.2% |
| 30D | +0.2% | +5.3% | -5.0% | -0.5% |
| 3M | +20.5% | +2.6% | +17.8% | +19.8% |
| 6M | +28.8% | -3.3% | +32.1% | +28.9% |
| YTD | +6.6% | +29.2% | -22.6% | +2.5% |
| 1Y | -6.9% | +18.0% | -24.9% | -9.5% |
| 3Y | +16.1% | +30.0% | -13.9% | +9.7% |
| All | +50.0% | +88.8% | -38.8% | +37.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling