-35.0%
BAX vs MGY
+25.2%
-60.1%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.2% | -1.8% | -1.6% |
| 7D | -7.9% | +3.5% | -11.4% | -8.5% |
| 30D | -11.7% | +5.3% | -16.9% | -12.6% |
| 3M | +16.2% | +2.6% | +13.6% | +15.2% |
| 6M | +32.0% | -3.3% | +35.3% | +31.2% |
| YTD | +24.7% | +29.2% | -4.5% | +13.6% |
| 1Y | -2.6% | +18.0% | -20.7% | -9.1% |
| 3Y | -35.0% | +30.0% | -65.0% | -43.6% |
| All | -35.0% | +25.2% | -60.1% | -43.6% |
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