+5.3%
DT vs MGY
+25.2%
-19.9%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -1.6% | +3.5% | -5.1% | -2.1% |
| 30D | +3.0% | +5.3% | -2.2% | +2.3% |
| 3M | +26.5% | +2.6% | +23.9% | +25.9% |
| 6M | +35.9% | -3.3% | +39.2% | +36.5% |
| YTD | +17.8% | +29.2% | -11.4% | +11.1% |
| 1Y | +4.1% | +18.0% | -14.0% | -0.1% |
| 3Y | +5.3% | +30.0% | -24.7% | +0.3% |
| All | +5.3% | +25.2% | -19.9% | +0.3% |
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