+4,512.5%
FIX vs MGY
+199.8%
+4,312.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.3% |
| 7D | +6.0% | +2.1% | +3.9% | +5.4% |
| 30D | -7.2% | +13.8% | -21.0% | -10.6% |
| 3M | -15.9% | -4.3% | -11.6% | -15.4% |
| 6M | +12.7% | -5.1% | +17.8% | +12.5% |
| YTD | +72.8% | +24.8% | +48.0% | +58.7% |
| 1Y | +122.9% | +11.8% | +111.1% | +110.7% |
| 3Y | +774.3% | +23.5% | +750.8% | +692.7% |
| 5Y | +2,049.5% | +87.5% | +1,962.0% | +1,541.5% |
| All | +4,512.5% | +199.8% | +4,312.7% | +2,701.5% |
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