-50.3%
DOCS vs MGY
+94.7%
-144.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.5% | -1.3% | -2.4% |
| 7D | -1.4% | +2.1% | -3.5% | -1.9% |
| 30D | +21.8% | +13.8% | +8.0% | +18.2% |
| 3M | +27.3% | -4.3% | +31.6% | +27.8% |
| 6M | -0.3% | -5.1% | +4.7% | -0.2% |
| YTD | -40.5% | +24.8% | -65.3% | -44.7% |
| 1Y | -61.5% | +11.8% | -73.4% | -63.3% |
| 3Y | +8.2% | +23.5% | -15.3% | -1.8% |
| 5Y | -73.4% | +87.5% | -160.9% | -79.7% |
| All | -50.3% | +94.7% | -144.9% | -64.3% |
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