+25.0%
BIL vs MGY
+210.4%
-185.4%
-0.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | +0.1% | +3.5% | -3.5% | +0.1% |
| 30D | +0.3% | +5.3% | -5.0% | +0.3% |
| 3M | +0.9% | +2.6% | -1.7% | +0.9% |
| 6M | +1.8% | -3.3% | +5.1% | +1.8% |
| YTD | +2.5% | +29.2% | -26.7% | +2.5% |
| 1Y | +3.7% | +18.0% | -14.3% | +3.7% |
| 3Y | +14.1% | +30.0% | -15.9% | +14.1% |
| 5Y | +19.5% | +92.7% | -73.2% | +19.5% |
| All | +25.0% | +210.4% | -185.4% | +25.1% |
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