+52.7%
DRAM vs MGY
-19.9%
+72.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -2.4% |
| 7D | +7.9% | +4.5% | +3.4% | +9.3% |
| 30D | -15.4% | -0.4% | -15.0% | -15.2% |
| 3M | -25.5% | -4.3% | -21.2% | -25.5% |
| 6M | -22.3% | -12.9% | -9.4% | -25.6% |
| All | +52.7% | -19.9% | +72.6% | +41.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling