-48.1%
DOCS vs MGY
+13.3%
-61.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.6% | -2.7% | -1.8% |
| 7D | -0.8% | -10.7% | +9.9% | -3.5% |
| 30D | +17.4% | -2.7% | +20.1% | +16.8% |
| 3M | +57.4% | -3.7% | +61.0% | +56.8% |
| 6M | +26.5% | -16.3% | +42.8% | +22.6% |
| YTD | -26.6% | +10.2% | -36.8% | -18.4% |
| 1Y | -48.1% | +13.5% | -61.5% | -43.1% |
| All | -48.1% | +13.3% | -61.3% | -43.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling