+253.5%
ALL vs MGY
+206.7%
+46.8%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.3% | -4.7% | -2.7% |
| 7D | -1.7% | -0.9% | -0.8% | -1.6% |
| 30D | -4.7% | +10.1% | -14.8% | -6.3% |
| 3M | +18.4% | -1.5% | +19.8% | +18.2% |
| 6M | +20.5% | -4.9% | +25.4% | +20.8% |
| YTD | +23.5% | +27.7% | -4.1% | +17.6% |
| 1Y | +29.0% | +20.1% | +8.9% | +23.8% |
| 3Y | +153.7% | +24.9% | +128.8% | +137.7% |
| 5Y | +114.8% | +91.6% | +23.2% | +80.9% |
| All | +253.5% | +206.7% | +46.8% | +156.2% |
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