+112.4%
C vs MGY
+36.1%
+76.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.5% |
| 7D | +4.7% | +3.5% | +1.2% | +3.8% |
| 30D | +0.2% | -3.0% | +3.2% | +0.6% |
| 3M | -9.3% | -7.6% | -1.7% | -8.2% |
| 6M | -0.8% | -14.4% | +13.5% | +1.8% |
| YTD | +8.5% | +13.4% | -4.9% | +1.2% |
| 1Y | +23.1% | +9.2% | +13.9% | +16.0% |
| 3Y | +220.8% | +22.6% | +198.2% | +187.9% |
| 5Y | +112.4% | +33.6% | +78.8% | +81.8% |
| All | +112.4% | +36.1% | +76.3% | +81.8% |
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