+219.0%
BAC vs MGY
+210.4%
+8.6%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | 0.0% | +3.5% | -3.5% | -1.1% |
| 30D | -2.8% | +5.3% | -8.1% | -4.5% |
| 3M | +14.2% | +2.6% | +11.6% | +12.4% |
| 6M | +30.5% | -3.3% | +33.8% | +29.8% |
| YTD | +15.8% | +29.2% | -13.4% | +4.3% |
| 1Y | +26.2% | +18.0% | +8.1% | +16.7% |
| 3Y | +136.5% | +30.0% | +106.5% | +107.1% |
| 5Y | +75.9% | +92.7% | -16.7% | +26.0% |
| All | +219.0% | +210.4% | +8.6% | +67.0% |
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 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