+89.1%
DAL vs MGY
+168.1%
-79.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -2.0% |
| 7D | +2.3% | +2.6% | -0.2% | +1.4% |
| 30D | +14.3% | -2.0% | +16.3% | +14.3% |
| 3M | +1.3% | -7.8% | +9.1% | +2.6% |
| 6M | +29.3% | -13.9% | +43.2% | +32.1% |
| YTD | +33.0% | +11.6% | +21.4% | +22.0% |
| 1Y | +59.8% | +6.7% | +53.1% | +48.9% |
| 3Y | +177.2% | +20.6% | +156.5% | +143.3% |
| 5Y | +118.4% | +32.4% | +86.0% | +73.2% |
| All | +89.1% | +168.1% | -79.0% | -8.3% |
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