+114.1%
DT vs MGY
+182.9%
-68.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -1.6% | +3.5% | -5.1% | -2.3% |
| 30D | +3.0% | +5.3% | -2.2% | +1.9% |
| 3M | +26.5% | +2.6% | +23.9% | +25.1% |
| 6M | +35.9% | -3.3% | +39.2% | +35.7% |
| YTD | +17.8% | +29.2% | -11.4% | +10.7% |
| 1Y | +4.1% | +18.0% | -14.0% | -0.6% |
| 3Y | +5.3% | +30.0% | -24.7% | -2.9% |
| 5Y | -27.2% | +92.7% | -119.8% | -38.8% |
| All | +114.1% | +182.9% | -68.8% | +38.0% |
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 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