+86.1%
ARM vs MGY
+15.5%
+70.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +3.6% |
| 7D | +5.5% | +2.1% | +3.4% | +6.0% |
| 30D | -8.2% | +13.8% | -22.0% | -5.3% |
| 3M | -35.9% | -4.3% | -31.6% | -35.0% |
| 6M | +103.1% | -5.1% | +108.2% | +97.4% |
| YTD | +130.6% | +24.8% | +105.8% | +99.5% |
| 1Y | +86.1% | +11.8% | +74.3% | +71.0% |
| All | +86.1% | +15.5% | +70.6% | +71.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling