+20.5%
DIS vs MGY
+172.4%
-151.9%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.6% | -2.8% | -1.5% |
| 7D | +0.9% | +3.5% | -2.7% | 0.0% |
| 30D | +8.9% | -3.0% | +11.9% | +9.3% |
| 3M | +14.5% | -7.6% | +22.2% | +15.8% |
| 6M | +12.2% | -14.4% | +26.6% | +14.8% |
| YTD | +4.7% | +13.4% | -8.7% | -0.9% |
| 1Y | +2.8% | +9.2% | -6.3% | -1.9% |
| 3Y | +38.1% | +22.6% | +15.6% | +26.0% |
| 5Y | -23.6% | +33.6% | -57.2% | -34.3% |
| All | +20.5% | +172.4% | -151.9% | -27.3% |
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 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