+172.0%
GE vs MGY
+210.8%
-38.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.2% | -3.2% |
| 7D | -1.2% | +1.5% | -2.7% | -1.7% |
| 30D | -11.3% | +6.8% | -18.1% | -13.2% |
| 3M | -1.4% | +2.6% | -4.0% | -3.1% |
| 6M | +1.2% | -3.1% | +4.3% | -0.2% |
| YTD | +5.9% | +29.4% | -23.5% | -5.1% |
| 1Y | +18.4% | +22.3% | -3.9% | +7.6% |
| 3Y | +271.0% | +26.6% | +244.4% | +224.7% |
| 5Y | +417.9% | +92.1% | +325.8% | +267.1% |
| All | +172.0% | +210.8% | -38.8% | +54.7% |
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 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