+637.9%
GOOG vs MGY
+210.4%
+427.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.4% | +1.5% |
| 7D | 0.0% | +3.5% | -3.5% | -0.6% |
| 30D | -2.0% | +5.3% | -7.2% | -2.9% |
| 3M | -5.9% | +2.6% | -8.5% | -6.7% |
| 6M | +8.9% | -3.3% | +12.2% | +8.5% |
| YTD | +7.1% | +29.2% | -22.1% | +0.9% |
| 1Y | +39.7% | +18.0% | +21.7% | +33.5% |
| 3Y | +145.8% | +30.0% | +115.8% | +126.9% |
| 5Y | +138.6% | +92.7% | +45.9% | +98.5% |
| All | +637.9% | +210.4% | +427.5% | +435.8% |
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