+64.9%
ARM vs MGY
+21.4%
+43.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.3% | -3.5% | -3.9% |
| 7D | +4.8% | +1.8% | +3.0% | +5.2% |
| 30D | -5.5% | +6.5% | -12.0% | -3.8% |
| 3M | -17.3% | +0.3% | -17.6% | -15.4% |
| 6M | +110.9% | -2.4% | +113.2% | +106.7% |
| YTD | +132.5% | +29.0% | +103.5% | +105.2% |
| 1Y | +64.9% | +17.0% | +47.9% | +51.9% |
| All | +64.9% | +21.4% | +43.5% | +51.9% |
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