-24.5%
ADSK vs MGY
+88.8%
-113.3%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.5% | +3.5% | -6.1% | -3.2% |
| 30D | -14.9% | +5.3% | -20.1% | -15.8% |
| 3M | +3.3% | +2.6% | +0.7% | +2.3% |
| 6M | -15.7% | -3.3% | -12.4% | -15.7% |
| YTD | -28.2% | +29.2% | -57.5% | -33.0% |
| 1Y | -34.5% | +18.0% | -52.6% | -37.8% |
| 3Y | -2.9% | +30.0% | -32.9% | -11.8% |
| All | -24.5% | +88.8% | -113.3% | -35.4% |
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 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