+61.5%
DAL vs MGY
+209.8%
-148.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -0.6% | +1.8% | -2.4% | -1.2% |
| 30D | -13.5% | +6.5% | -20.0% | -15.5% |
| 3M | +2.6% | +0.3% | +2.2% | +1.2% |
| 6M | +32.7% | -2.4% | +35.1% | +30.3% |
| YTD | +13.6% | +29.0% | -15.4% | +0.6% |
| 1Y | +28.8% | +17.0% | +11.8% | +17.6% |
| 3Y | +98.2% | +26.2% | +72.0% | +72.9% |
| 5Y | +105.9% | +92.3% | +13.6% | +43.6% |
| All | +61.5% | +209.8% | -148.3% | -24.4% |
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