+766.8%
FIX vs MGY
+25.3%
+741.5%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.3% | -3.4% | -2.4% |
| 7D | +3.5% | +1.5% | +2.0% | +3.1% |
| 30D | -3.5% | +6.8% | -10.4% | -5.2% |
| 3M | -11.8% | +2.6% | -14.4% | -12.7% |
| 6M | +17.8% | -3.1% | +20.9% | +17.0% |
| YTD | +73.3% | +29.4% | +43.9% | +52.8% |
| 1Y | +128.1% | +22.3% | +105.8% | +104.7% |
| All | +766.8% | +25.3% | +741.5% | +645.7% |
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 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