+121.3%
BBY vs MGY
+210.4%
-89.0%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.0% |
| 7D | +0.6% | +3.5% | -3.0% | -0.3% |
| 30D | +9.4% | +5.3% | +4.1% | +7.9% |
| 3M | +19.3% | +2.6% | +16.7% | +17.9% |
| 6M | +47.9% | -3.3% | +51.2% | +47.2% |
| YTD | +39.6% | +29.2% | +10.3% | +28.9% |
| 1Y | +22.2% | +18.0% | +4.2% | +15.3% |
| 3Y | +45.0% | +30.0% | +15.0% | +32.1% |
| 5Y | +2.6% | +92.7% | -90.1% | -18.2% |
| All | +121.3% | +210.4% | -89.0% | +49.3% |
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