+221.2%
ADP vs MGY
+206.7%
+14.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.3% | -5.8% | -3.9% |
| 7D | -5.5% | -0.9% | -4.6% | -5.3% |
| 30D | -1.2% | +10.1% | -11.4% | -2.9% |
| 3M | +17.9% | -1.5% | +19.3% | +17.7% |
| 6M | +20.3% | -4.9% | +25.3% | +20.7% |
| YTD | +5.8% | +27.7% | -21.9% | +0.8% |
| 1Y | -7.7% | +20.1% | -27.8% | -11.4% |
| 3Y | +14.7% | +24.9% | -10.2% | +7.4% |
| 5Y | +45.8% | +91.6% | -45.8% | +21.8% |
| All | +221.2% | +206.7% | +14.5% | +117.2% |
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