+59.4%
FDX vs MGY
+25.3%
+34.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.3% | -2.9% | -1.8% |
| 7D | -2.3% | +1.5% | -3.8% | -2.6% |
| 30D | -4.9% | +6.8% | -11.7% | -6.2% |
| 3M | -6.5% | +2.6% | -9.1% | -7.2% |
| 6M | +6.7% | -3.1% | +9.8% | +5.9% |
| YTD | +33.9% | +29.4% | +4.5% | +21.9% |
| 1Y | +72.2% | +22.3% | +49.9% | +58.8% |
| All | +59.4% | +25.3% | +34.0% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling