+121.8%
DRAM vs MGY
-10.0%
+131.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +1.4% |
| 7D | +9.6% | +1.5% | +8.1% | +10.3% |
| 30D | +24.2% | +6.8% | +17.3% | +28.3% |
| 3M | +2.9% | +2.6% | +0.3% | +5.9% |
| All | +121.8% | -10.0% | +131.8% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · Available span rolling