+243.5%
B vs MGY
+199.8%
+43.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -2.1% |
| 7D | -1.6% | +2.1% | -3.7% | -1.7% |
| 30D | +9.4% | +13.8% | -4.4% | +8.8% |
| 3M | +5.0% | -4.3% | +9.3% | +5.1% |
| 6M | -3.5% | -5.1% | +1.5% | -3.6% |
| YTD | +4.5% | +24.8% | -20.3% | +2.7% |
| 1Y | +67.8% | +11.8% | +56.0% | +65.9% |
| 3Y | +196.7% | +23.5% | +173.2% | +190.8% |
| 5Y | +151.9% | +87.5% | +64.4% | +147.6% |
| All | +243.5% | +199.8% | +43.7% | +216.8% |
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 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