+175.5%
EXE vs MGY
+213.3%
-37.8%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | -2.2% | +1.8% | -4.0% | -3.1% |
| 30D | -0.8% | +6.5% | -7.3% | -3.9% |
| 3M | +10.0% | +0.3% | +9.7% | +9.2% |
| 6M | -6.3% | -2.4% | -3.9% | -6.3% |
| YTD | -10.7% | +29.0% | -39.7% | -22.2% |
| 1Y | +2.7% | +17.0% | -14.4% | -6.4% |
| 3Y | +19.1% | +26.2% | -7.0% | +1.0% |
| 5Y | +105.4% | +92.3% | +13.1% | +49.0% |
| All | +175.5% | +213.3% | -37.8% | +83.5% |
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 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