+7.3%
DIS vs MGY
+199.8%
-192.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.4% |
| 7D | -2.6% | +2.1% | -4.7% | -3.1% |
| 30D | +3.5% | +13.8% | -10.3% | +0.2% |
| 3M | +6.8% | -4.3% | +11.1% | +7.2% |
| 6M | +3.0% | -5.1% | +8.0% | +2.8% |
| YTD | -6.7% | +24.8% | -31.5% | -13.1% |
| 1Y | -10.1% | +11.8% | -21.9% | -14.2% |
| 3Y | +33.0% | +23.5% | +9.5% | +21.7% |
| 5Y | -40.0% | +87.5% | -127.5% | -52.4% |
| All | +7.3% | +199.8% | -192.5% | -36.3% |
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