+628.8%
GOOGL vs MGY
+210.4%
+418.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.7% |
| 7D | 0.0% | +3.5% | -3.5% | -0.6% |
| 30D | -1.4% | +5.3% | -6.7% | -2.4% |
| 3M | -5.3% | +2.6% | -8.0% | -6.2% |
| 6M | +9.8% | -3.3% | +13.1% | +9.3% |
| YTD | +8.4% | +29.2% | -20.9% | +2.0% |
| 1Y | +41.2% | +18.0% | +23.2% | +34.9% |
| 3Y | +149.6% | +30.0% | +119.6% | +130.3% |
| 5Y | +142.6% | +92.7% | +49.9% | +101.7% |
| All | +628.8% | +210.4% | +418.4% | +428.0% |
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