+193.0%
DIA vs MGY
+210.8%
-17.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -2.1% | -1.0% |
| 7D | -1.2% | +1.5% | -2.7% | -1.5% |
| 30D | -2.7% | +6.8% | -9.5% | -3.9% |
| 3M | +3.3% | +2.6% | +0.7% | +2.3% |
| 6M | +10.4% | -3.1% | +13.5% | +10.1% |
| YTD | +10.0% | +29.4% | -19.4% | +3.5% |
| 1Y | +16.2% | +22.3% | -6.1% | +10.3% |
| 3Y | +58.7% | +26.6% | +32.2% | +47.3% |
| 5Y | +63.6% | +92.1% | -28.5% | +34.7% |
| All | +193.0% | +210.8% | -17.8% | +97.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling