-2.8%
BLK vs MGY
+19.0%
-21.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -3.3% | +3.5% | -6.9% | -2.9% |
| 30D | -6.5% | +5.3% | -11.8% | -6.0% |
| 3M | +6.7% | +2.6% | +4.1% | +7.7% |
| 6M | +14.7% | -3.3% | +18.0% | +14.0% |
| YTD | +2.5% | +29.2% | -26.7% | -2.2% |
| 1Y | -2.8% | +18.0% | -20.8% | -6.7% |
| All | -2.8% | +19.0% | -21.8% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling