+40.9%
DUK vs MGY
+88.8%
-47.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -0.7% | +3.5% | -4.2% | -0.8% |
| 30D | -2.4% | +5.3% | -7.7% | -2.7% |
| 3M | -3.0% | +2.6% | -5.6% | -3.2% |
| 6M | -6.6% | -3.3% | -3.3% | -6.5% |
| YTD | +4.6% | +29.2% | -24.7% | +3.4% |
| 1Y | +1.2% | +18.0% | -16.8% | +0.4% |
| 3Y | +45.7% | +30.0% | +15.7% | +42.6% |
| All | +40.9% | +88.8% | -47.8% | +35.5% |
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 · 6 months rolling