+115.4%
ALL vs MGY
+85.2%
+30.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -4.3% | +1.8% | -6.1% | -4.5% |
| 30D | -3.6% | +6.5% | -10.1% | -4.5% |
| 3M | +13.2% | +0.3% | +12.9% | +12.9% |
| 6M | +22.5% | -2.4% | +24.9% | +22.3% |
| YTD | +22.7% | +29.0% | -6.3% | +17.4% |
| 1Y | +28.3% | +17.0% | +11.3% | +24.4% |
| 3Y | +152.0% | +26.2% | +125.9% | +137.6% |
| 5Y | +115.4% | +92.3% | +23.1% | +94.1% |
| All | +115.4% | +85.2% | +30.3% | +94.1% |
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