+311.3%
ARM vs MGY
+25.0%
+286.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +3.0% |
| 7D | +11.4% | -0.9% | +12.3% | +11.7% |
| 30D | -7.4% | +10.1% | -17.6% | -10.8% |
| 3M | -24.5% | -1.5% | -23.0% | -24.7% |
| 6M | +128.7% | -4.9% | +133.6% | +125.8% |
| YTD | +139.3% | +27.7% | +111.6% | +96.9% |
| 1Y | +88.0% | +20.1% | +67.9% | +60.1% |
| All | +311.3% | +25.0% | +286.2% | +197.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling