+185.4%
ARM vs MGY
+4.7%
+180.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.3% | -3.9% | -3.0% |
| 7D | -10.4% | -6.9% | -3.5% | -8.6% |
| 30D | -31.8% | -4.7% | -27.2% | -31.0% |
| 3M | -32.2% | -11.7% | -20.6% | -30.3% |
| 6M | -14.9% | -16.3% | +1.4% | -11.9% |
| YTD | +66.0% | +7.0% | +59.1% | +43.4% |
| 1Y | +17.2% | +5.0% | +12.2% | +2.1% |
| 3Y | +247.2% | +15.6% | +231.6% | +163.9% |
| All | +185.4% | +4.7% | +180.7% | +117.0% |
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