+3,134.0%
FIX vs MGY
+172.4%
+2,961.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -3.2% |
| 7D | +17.0% | +3.5% | +13.5% | +15.8% |
| 30D | -30.6% | -3.0% | -27.6% | -30.1% |
| 3M | -35.0% | -7.6% | -27.4% | -33.9% |
| 6M | -44.0% | -14.4% | -29.6% | -42.2% |
| YTD | +21.1% | +13.4% | +7.7% | +13.8% |
| 1Y | +16.3% | +9.2% | +7.1% | +10.3% |
| 3Y | +507.4% | +22.6% | +484.8% | +450.9% |
| 5Y | +1,052.1% | +33.6% | +1,018.4% | +870.0% |
| All | +3,134.0% | +172.4% | +2,961.6% | +1,908.1% |
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