+196.6%
B vs MGY
+25.3%
+171.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.2% | +1.0% |
| 7D | +1.0% | +1.5% | -0.5% | +0.9% |
| 30D | +9.5% | +6.8% | +2.7% | +8.8% |
| 3M | +14.3% | +2.6% | +11.7% | +14.0% |
| 6M | -1.9% | -3.1% | +1.2% | -2.3% |
| YTD | +4.1% | +29.4% | -25.3% | -2.6% |
| 1Y | +56.1% | +22.3% | +33.8% | +47.5% |
| All | +196.6% | +25.3% | +171.2% | +160.4% |
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 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