+225.6%
FANG vs MGY
+88.8%
+136.8%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.4% | -0.3% |
| 7D | +2.9% | +3.5% | -0.7% | +0.1% |
| 30D | +2.6% | +5.3% | -2.7% | -1.6% |
| 3M | +7.6% | +2.6% | +4.9% | +4.7% |
| 6M | +17.3% | -3.3% | +20.6% | +19.4% |
| YTD | +38.7% | +29.2% | +9.5% | +12.3% |
| 1Y | +51.6% | +18.0% | +33.6% | +31.5% |
| 3Y | +50.0% | +30.0% | +19.9% | +20.0% |
| All | +225.6% | +88.8% | +136.8% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling