+595.1%
FICO vs MGY
+209.8%
+385.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.3% | -2.0% | -2.2% |
| 7D | -14.1% | +1.8% | -15.9% | -14.4% |
| 30D | -7.5% | +6.5% | -14.0% | -8.7% |
| 3M | -21.3% | +0.3% | -21.6% | -21.6% |
| 6M | -25.2% | -2.4% | -22.9% | -25.5% |
| YTD | -43.2% | +29.0% | -72.2% | -46.8% |
| 1Y | -37.2% | +17.0% | -54.3% | -40.2% |
| 3Y | +6.8% | +26.2% | -19.4% | -2.2% |
| 5Y | +112.8% | +92.3% | +20.5% | +68.2% |
| All | +595.1% | +209.8% | +385.2% | +280.4% |
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