+22.2%
ELV vs MGY
+88.8%
-66.6%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.5% |
| 7D | +3.2% | +3.5% | -0.3% | +2.9% |
| 30D | +5.4% | +5.3% | +0.1% | +4.9% |
| 3M | +5.4% | +2.6% | +2.7% | +5.0% |
| 6M | +45.7% | -3.3% | +49.0% | +45.7% |
| YTD | +21.2% | +29.2% | -8.0% | +17.9% |
| 1Y | +35.6% | +18.0% | +17.6% | +32.9% |
| 3Y | -2.0% | +30.0% | -32.0% | -6.2% |
| All | +22.2% | +88.8% | -66.6% | +9.0% |
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 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