-10.9%
DOW vs MGY
+153.7%
-164.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -1.1% |
| 7D | -6.0% | +1.5% | -7.5% | -6.6% |
| 30D | -2.7% | +6.8% | -9.6% | -5.3% |
| 3M | -10.5% | +2.6% | -13.1% | -11.6% |
| 6M | -12.4% | -3.1% | -9.3% | -11.4% |
| YTD | +30.0% | +29.4% | +0.6% | +17.7% |
| 1Y | +27.8% | +22.3% | +5.5% | +18.2% |
| 3Y | -34.9% | +26.6% | -61.5% | -41.5% |
| 5Y | -35.9% | +92.1% | -128.0% | -53.6% |
| All | -10.9% | +153.7% | -164.7% | -46.2% |
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