+35.8%
ARM vs MGY
+8.8%
+27.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +3.5% | +8.5% | +13.3% |
| 7D | +6.0% | +2.6% | +3.5% | +7.0% |
| 30D | -20.3% | -2.0% | -18.3% | -20.6% |
| 3M | -24.4% | -7.8% | -16.5% | -25.7% |
| 6M | -4.4% | -13.9% | +9.5% | -7.2% |
| YTD | +86.0% | +11.6% | +74.4% | +62.3% |
| 1Y | +35.8% | +6.7% | +29.1% | +20.3% |
| All | +35.8% | +8.8% | +27.0% | +20.3% |
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 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