+108.9%
FDX vs MGY
+210.4%
-101.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -3.3% | +3.5% | -6.8% | -4.1% |
| 30D | -4.5% | +5.3% | -9.8% | -5.9% |
| 3M | -7.3% | +2.6% | -10.0% | -8.4% |
| 6M | +7.5% | -3.3% | +10.8% | +6.9% |
| YTD | +35.1% | +29.2% | +5.9% | +24.2% |
| 1Y | +71.4% | +18.0% | +53.4% | +60.9% |
| 3Y | +60.8% | +30.0% | +30.8% | +44.4% |
| 5Y | +65.5% | +92.7% | -27.2% | +26.6% |
| All | +108.9% | +210.4% | -101.5% | +21.3% |
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