+220.2%
BLK vs MGY
+210.4%
+9.8%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -3.3% | +3.5% | -6.9% | -4.0% |
| 30D | -6.5% | +5.3% | -11.8% | -7.7% |
| 3M | +6.7% | +2.6% | +4.1% | +5.6% |
| 6M | +14.7% | -3.3% | +18.0% | +14.3% |
| YTD | +2.5% | +29.2% | -26.7% | -4.5% |
| 1Y | -2.8% | +18.0% | -20.8% | -7.8% |
| 3Y | +65.9% | +30.0% | +35.8% | +51.5% |
| 5Y | +33.0% | +92.7% | -59.7% | +8.0% |
| All | +220.2% | +210.4% | +9.8% | +113.6% |
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