+23.4%
DAL vs MGY
-13.6%
+37.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.6% | -6.8% | -4.3% |
| 7D | +1.4% | +3.5% | -2.1% | +3.6% |
| 30D | +9.1% | -3.0% | +12.1% | +8.2% |
| 3M | -3.5% | -7.6% | +4.1% | -5.0% |
| 6M | +23.4% | -14.4% | +37.7% | +13.1% |
| All | +23.4% | -13.6% | +37.0% | +13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling