+57.3%
DRAM vs MGY
-21.1%
+78.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.6% | -4.3% | -2.2% |
| 7D | +18.0% | +3.5% | +14.4% | +19.2% |
| 30D | -17.4% | -3.0% | -14.4% | -17.9% |
| 3M | -20.3% | -7.6% | -12.7% | -21.4% |
| 6M | -14.9% | -14.4% | -0.5% | -19.1% |
| All | +57.3% | -21.1% | +78.4% | +45.0% |
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