+121.9%
EW vs MGY
+206.7%
-84.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.3% | -5.9% | -3.9% |
| 7D | -4.4% | -0.9% | -3.5% | -4.3% |
| 30D | -3.3% | +10.1% | -13.5% | -4.7% |
| 3M | +1.0% | -1.5% | +2.5% | +0.9% |
| 6M | +6.2% | -4.9% | +11.1% | +6.3% |
| YTD | +1.7% | +27.7% | -26.0% | -2.8% |
| 1Y | +8.1% | +20.1% | -11.9% | +4.1% |
| 3Y | +17.1% | +24.9% | -7.8% | +9.8% |
| 5Y | -29.4% | +91.6% | -120.9% | -40.4% |
| All | +121.9% | +206.7% | -84.8% | +51.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling