+34.0%
FANG vs MGY
+10.4%
+23.5%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.6% | -2.4% | -2.3% |
| 7D | -13.0% | -10.3% | -2.7% | -5.3% |
| 30D | -2.9% | -1.8% | -1.2% | -1.3% |
| 3M | -3.0% | -0.1% | -2.9% | -2.8% |
| 6M | -11.9% | -22.8% | +10.8% | +7.3% |
| YTD | +21.5% | +9.5% | +12.0% | +9.2% |
| 1Y | +34.0% | +12.6% | +21.4% | +18.8% |
| All | +34.0% | +10.4% | +23.5% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling