+133.2%
EXC vs MGY
+210.4%
-77.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -1.1% | +3.5% | -4.6% | -1.5% |
| 30D | -3.6% | +5.3% | -8.9% | -4.2% |
| 3M | -4.3% | +2.6% | -6.9% | -4.7% |
| 6M | -9.9% | -3.3% | -6.7% | -9.9% |
| YTD | +1.8% | +29.2% | -27.5% | -1.7% |
| 1Y | +2.9% | +18.0% | -15.2% | +0.2% |
| 3Y | +19.1% | +30.0% | -10.9% | +13.0% |
| 5Y | +44.8% | +92.7% | -47.8% | +26.8% |
| All | +133.2% | +210.4% | -77.2% | +62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling