+574.5%
FICO vs MGY
+199.8%
+374.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -1.5% | -15.2% | -16.4% |
| 7D | -19.2% | +2.1% | -21.3% | -19.5% |
| 30D | -14.6% | +13.8% | -28.4% | -17.0% |
| 3M | -20.1% | -4.3% | -15.8% | -19.7% |
| 6M | -36.3% | -5.1% | -31.3% | -36.2% |
| YTD | -44.9% | +24.8% | -69.7% | -48.0% |
| 1Y | -38.6% | +11.8% | -50.4% | -41.0% |
| 3Y | +4.0% | +23.5% | -19.5% | -4.4% |
| 5Y | +99.5% | +87.5% | +12.0% | +58.4% |
| All | +574.5% | +199.8% | +374.8% | +271.7% |
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