-10.6%
ADSK vs MGY
+10.4%
-21.0%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -1.0% | -0.3% |
| 7D | +11.3% | -10.3% | +21.6% | +10.7% |
| 30D | +16.4% | -1.8% | +18.1% | +15.9% |
| 3M | +12.1% | -0.1% | +12.3% | +12.2% |
| 6M | +7.9% | -22.8% | +30.7% | +7.5% |
| YTD | -9.1% | +9.5% | -18.6% | -4.9% |
| 1Y | -10.6% | +12.6% | -23.2% | -6.8% |
| All | -10.6% | +10.4% | -21.0% | -6.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling