+170.6%
GE vs MGY
+210.4%
-39.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.2% | -0.3% | -0.2% |
| 7D | -4.0% | +3.5% | -7.5% | -5.0% |
| 30D | -11.4% | +5.3% | -16.7% | -12.9% |
| 3M | -2.6% | +2.6% | -5.3% | -4.2% |
| 6M | -0.3% | -3.3% | +3.0% | -1.6% |
| YTD | +5.4% | +29.2% | -23.9% | -5.6% |
| 1Y | +15.5% | +18.0% | -2.5% | +6.2% |
| 3Y | +260.8% | +30.0% | +230.8% | +213.1% |
| 5Y | +421.6% | +92.7% | +329.0% | +269.3% |
| All | +170.6% | +210.4% | -39.8% | +53.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling