+30.1%
DT vs MGY
-4.6%
+34.7%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.8% |
| 7D | -0.5% | +1.5% | -2.0% | -0.2% |
| 30D | +0.1% | +6.8% | -6.8% | +1.3% |
| 3M | +24.1% | +2.6% | +21.5% | +27.4% |
| 6M | +30.1% | -3.1% | +33.2% | +36.1% |
| All | +30.1% | -4.6% | +34.7% | +36.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling