+19.6%
BTDR vs MGY
+121.1%
-101.5%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | -3.4% | +3.5% | -6.9% | -3.8% |
| 30D | +32.6% | +5.3% | +27.3% | +31.7% |
| 3M | -32.2% | +2.6% | -34.9% | -32.7% |
| 6M | +52.4% | -3.3% | +55.6% | +51.0% |
| YTD | +6.7% | +29.2% | -22.5% | -1.2% |
| 1Y | -15.2% | +18.0% | -33.3% | -20.1% |
| 3Y | +14.9% | +30.0% | -15.1% | +6.5% |
| 5Y | +20.8% | +92.7% | -71.9% | +11.5% |
| All | +19.6% | +121.1% | -101.5% | +10.3% |
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