+218.9%
BAC vs MGY
+210.8%
+8.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | 0.0% |
| 7D | +0.6% | +1.5% | -0.9% | +0.1% |
| 30D | -1.4% | +6.8% | -8.2% | -3.6% |
| 3M | +15.7% | +2.6% | +13.1% | +13.9% |
| 6M | +32.2% | -3.1% | +35.3% | +31.4% |
| YTD | +15.8% | +29.4% | -13.6% | +4.2% |
| 1Y | +27.3% | +22.3% | +5.0% | +16.3% |
| 3Y | +137.5% | +26.6% | +110.9% | +109.7% |
| 5Y | +73.1% | +92.1% | -19.1% | +24.1% |
| All | +218.9% | +210.8% | +8.1% | +66.9% |
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