+39.0%
DOCS vs MGY
+22.0%
+17.0%
-78.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.2% |
| 7D | +0.1% | +3.5% | -3.5% | -0.3% |
| 30D | +8.7% | -3.0% | +11.7% | +8.9% |
| 3M | +32.9% | -7.6% | +40.5% | +33.6% |
| 6M | +25.5% | -14.4% | +39.9% | +27.7% |
| YTD | -25.0% | +13.4% | -38.4% | -29.5% |
| 1Y | -34.9% | +9.2% | -44.0% | -38.0% |
| All | +39.0% | +22.0% | +17.0% | +22.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling