+315.5%
ARM vs MGY
+26.7%
+288.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.6% |
| 7D | +12.5% | +1.5% | +11.0% | +11.9% |
| 30D | -1.4% | +6.8% | -8.2% | -3.7% |
| 3M | -18.7% | +2.6% | -21.3% | -20.3% |
| 6M | +124.6% | -3.1% | +127.7% | +120.2% |
| YTD | +141.7% | +29.4% | +112.3% | +98.0% |
| 1Y | +87.7% | +22.3% | +65.4% | +58.6% |
| All | +315.5% | +26.7% | +288.8% | +199.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling