+419.1%
FICO vs MGY
+172.4%
+246.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -1.9% |
| 7D | +1.4% | +3.5% | -2.1% | +0.6% |
| 30D | -0.8% | -3.0% | +2.2% | -0.4% |
| 3M | -31.3% | -7.6% | -23.7% | -30.4% |
| 6M | -33.9% | -14.4% | -19.6% | -32.3% |
| YTD | -57.6% | +13.4% | -71.0% | -59.3% |
| 1Y | -59.7% | +9.2% | -68.8% | -61.1% |
| 3Y | -28.0% | +22.6% | -50.6% | -33.9% |
| 5Y | +91.0% | +33.6% | +57.3% | +64.4% |
| All | +419.1% | +172.4% | +246.7% | +190.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling