+27.1%
ECL vs MGY
+85.2%
-58.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | -2.6% | +1.8% | -4.4% | -2.8% |
| 30D | -4.6% | +6.5% | -11.1% | -5.1% |
| 3M | +6.0% | +0.3% | +5.6% | +5.8% |
| 6M | -3.0% | -2.4% | -0.6% | -3.2% |
| YTD | +4.0% | +29.0% | -25.0% | +0.6% |
| 1Y | +2.0% | +17.0% | -15.0% | -0.4% |
| 3Y | +53.9% | +26.2% | +27.8% | +46.9% |
| 5Y | +27.1% | +92.3% | -65.2% | +16.5% |
| All | +27.1% | +85.2% | -58.0% | +16.5% |
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