-52.2%
BAX vs MGY
+206.7%
-258.9%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.3% | -6.1% | -4.0% |
| 7D | -2.4% | -0.9% | -1.5% | -2.3% |
| 30D | -9.7% | +10.1% | -19.8% | -10.8% |
| 3M | +29.3% | -1.5% | +30.7% | +29.1% |
| 6M | +40.7% | -4.9% | +45.6% | +40.6% |
| YTD | +30.3% | +27.7% | +2.6% | +25.2% |
| 1Y | +3.4% | +20.1% | -16.7% | +0.1% |
| 3Y | -32.0% | +24.9% | -56.9% | -35.0% |
| 5Y | -66.9% | +91.6% | -158.4% | -70.1% |
| All | -52.2% | +206.7% | -258.9% | -59.4% |
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 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