+35.8%
ARM vs MGY
+10.3%
+25.4%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.6% | -6.2% | -4.1% |
| 7D | +9.1% | +4.5% | +4.6% | +10.8% |
| 30D | -19.9% | -0.4% | -19.5% | -19.8% |
| 3M | -31.6% | -4.3% | -27.3% | -31.9% |
| 6M | -13.9% | -12.9% | -1.0% | -15.9% |
| YTD | +74.3% | +15.2% | +59.1% | +53.6% |
| 1Y | +35.8% | +10.3% | +25.4% | +21.7% |
| All | +35.8% | +10.3% | +25.4% | +21.7% |
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