+152.4%
DKNG vs MGY
+178.1%
-25.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.2% | +4.3% |
| 7D | +3.0% | +3.5% | -0.5% | +2.2% |
| 30D | -3.0% | +5.3% | -8.3% | -4.3% |
| 3M | -17.6% | +2.6% | -20.2% | -18.5% |
| 6M | -3.2% | -3.3% | 0.0% | -3.5% |
| YTD | -28.2% | +29.2% | -57.4% | -33.4% |
| 1Y | -46.1% | +18.0% | -64.1% | -48.9% |
| 3Y | -22.2% | +30.0% | -52.2% | -29.0% |
| 5Y | -60.4% | +92.7% | -153.1% | -67.0% |
| All | +152.4% | +178.1% | -25.7% | +64.9% |
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