+382.3%
APP vs MGY
+164.8%
+217.5%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.2% |
| 7D | +0.3% | +1.8% | -1.5% | -0.2% |
| 30D | -1.3% | +6.5% | -7.8% | -3.0% |
| 3M | -36.2% | +0.3% | -36.5% | -36.9% |
| 6M | -34.1% | -2.4% | -31.7% | -34.8% |
| YTD | -53.3% | +29.0% | -82.3% | -57.5% |
| 1Y | -44.5% | +17.0% | -61.6% | -48.2% |
| 3Y | +646.7% | +26.2% | +620.5% | +572.5% |
| 5Y | +306.4% | +92.3% | +214.1% | +236.5% |
| All | +382.3% | +164.8% | +217.5% | +231.3% |
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