+296.4%
ARM vs MGY
+22.2%
+274.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -1.5% | +5.4% | +4.4% |
| 7D | +5.5% | +2.1% | +3.4% | +4.6% |
| 30D | -8.2% | +13.8% | -22.0% | -12.6% |
| 3M | -35.9% | -4.3% | -31.6% | -35.3% |
| 6M | +103.1% | -5.1% | +108.2% | +99.6% |
| YTD | +130.6% | +24.8% | +105.8% | +91.3% |
| 1Y | +86.1% | +11.8% | +74.3% | +64.3% |
| All | +296.4% | +22.2% | +274.2% | +189.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling