+261.3%
GE vs MGY
+24.9%
+236.4%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | -2.8% | +1.8% | -4.6% | -3.0% |
| 30D | -11.9% | +6.5% | -18.4% | -12.6% |
| 3M | +1.8% | +0.3% | +1.5% | +1.9% |
| 6M | -0.6% | -2.4% | +1.8% | -1.5% |
| YTD | +5.5% | +29.0% | -23.5% | -3.3% |
| 1Y | +15.0% | +17.0% | -2.1% | +8.0% |
| All | +261.3% | +24.9% | +236.4% | +228.4% |
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