+527.5%
APP vs MGY
+136.5%
+391.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.6% | +2.3% | +3.6% |
| 7D | +4.6% | +4.5% | +0.1% | +3.5% |
| 30D | +56.0% | -0.4% | +56.4% | +55.6% |
| 3M | +30.8% | -4.3% | +35.2% | +31.1% |
| 6M | -9.8% | -12.9% | +3.1% | -8.4% |
| YTD | -39.3% | +15.2% | -54.5% | -43.6% |
| 1Y | -26.4% | +10.3% | -36.8% | -30.9% |
| 3Y | +887.9% | +23.6% | +864.3% | +791.8% |
| 5Y | +264.1% | +35.7% | +228.4% | +220.9% |
| All | +527.5% | +136.5% | +391.0% | +339.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling