+235.3%
B vs MGY
+210.4%
+24.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | -2.4% | +3.5% | -5.9% | -2.5% |
| 30D | +6.3% | +5.3% | +1.1% | +6.1% |
| 3M | +12.1% | +2.6% | +9.5% | +11.9% |
| 6M | -3.1% | -3.3% | +0.2% | -3.2% |
| YTD | +2.0% | +29.2% | -27.3% | +0.1% |
| 1Y | +51.7% | +18.0% | +33.6% | +49.6% |
| 3Y | +190.5% | +30.0% | +160.5% | +184.1% |
| 5Y | +158.0% | +92.7% | +65.3% | +153.1% |
| All | +235.3% | +210.4% | +24.9% | +208.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling