-29.1%
FICO vs MGY
+22.0%
-51.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.7% |
| 7D | +1.4% | +3.5% | -2.1% | +1.0% |
| 30D | -0.8% | -3.0% | +2.2% | -0.6% |
| 3M | -31.3% | -7.6% | -23.7% | -30.9% |
| 6M | -33.9% | -14.4% | -19.6% | -33.1% |
| YTD | -57.6% | +13.4% | -71.0% | -58.9% |
| 1Y | -59.7% | +9.2% | -68.8% | -60.7% |
| All | -29.1% | +22.0% | -51.1% | -30.8% |
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 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