+93.7%
EXPE vs MGY
+206.7%
-113.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.9% | +2.3% | -10.2% | -8.6% |
| 7D | -9.8% | -0.9% | -8.9% | -9.6% |
| 30D | -11.5% | +10.1% | -21.6% | -14.3% |
| 3M | +21.7% | -1.5% | +23.2% | +20.8% |
| 6M | +10.4% | -4.9% | +15.3% | +9.8% |
| YTD | -2.5% | +27.7% | -30.2% | -12.4% |
| 1Y | +27.3% | +20.1% | +7.3% | +16.3% |
| 3Y | +153.5% | +24.9% | +128.6% | +124.4% |
| 5Y | +91.1% | +91.6% | -0.5% | +36.2% |
| All | +93.7% | +206.7% | -113.0% | -14.6% |
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