+99.6%
DE vs MGY
+88.8%
+10.8%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -2.6% | +3.5% | -6.1% | -3.5% |
| 30D | +9.0% | +5.3% | +3.8% | +7.6% |
| 3M | +19.1% | +2.6% | +16.5% | +17.8% |
| 6M | +14.4% | -3.3% | +17.7% | +14.1% |
| YTD | +45.9% | +29.2% | +16.7% | +33.9% |
| 1Y | +43.6% | +18.0% | +25.6% | +34.7% |
| 3Y | +75.9% | +30.0% | +45.9% | +57.2% |
| All | +99.6% | +88.8% | +10.8% | +53.4% |
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 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