-9.8%
APP vs MGY
-13.0%
+3.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.6% | +2.3% | +5.0% |
| 7D | +4.6% | +4.5% | +0.1% | +8.0% |
| 30D | +56.0% | -0.4% | +56.4% | +56.7% |
| 3M | +30.8% | -4.3% | +35.2% | +31.0% |
| 6M | -9.8% | -12.9% | +3.1% | -7.6% |
| All | -9.8% | -13.0% | +3.2% | -7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling