+91.7%
BKNG vs MGY
+88.4%
+3.2%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -10.7% | +1.8% | -12.5% | -10.9% |
| 30D | -18.1% | +6.5% | -24.6% | -19.0% |
| 3M | +8.5% | +0.3% | +8.2% | +8.0% |
| 6M | -0.1% | -2.4% | +2.3% | -0.7% |
| YTD | -18.2% | +29.0% | -47.2% | -23.5% |
| 1Y | -19.9% | +17.0% | -36.9% | -23.7% |
| 3Y | +41.6% | +26.2% | +15.5% | +29.9% |
| All | +91.7% | +88.4% | +3.2% | +54.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling