+137.1%
BKNG vs MGY
+209.8%
-72.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -10.7% | +1.8% | -12.5% | -11.1% |
| 30D | -18.1% | +6.5% | -24.6% | -19.4% |
| 3M | +8.5% | +0.3% | +8.2% | +7.6% |
| 6M | -0.1% | -2.4% | +2.3% | -1.0% |
| YTD | -18.2% | +29.0% | -47.2% | -24.6% |
| 1Y | -19.9% | +17.0% | -36.9% | -24.6% |
| 3Y | +41.6% | +26.2% | +15.5% | +27.7% |
| 5Y | +93.1% | +92.3% | +0.8% | +48.6% |
| All | +137.1% | +209.8% | -72.7% | +47.0% |
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