+533.4%
DE vs MGY
+210.4%
+323.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -2.6% | +3.5% | -6.1% | -3.4% |
| 30D | +9.0% | +5.3% | +3.8% | +7.6% |
| 3M | +19.1% | +2.6% | +16.5% | +17.7% |
| 6M | +14.4% | -3.3% | +17.7% | +14.0% |
| YTD | +45.9% | +29.2% | +16.7% | +34.7% |
| 1Y | +43.6% | +18.0% | +25.6% | +35.3% |
| 3Y | +75.9% | +30.0% | +45.9% | +58.5% |
| 5Y | +98.8% | +92.7% | +6.1% | +55.5% |
| All | +533.4% | +210.4% | +323.0% | +307.2% |
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