+611.9%
GOOGL vs MGY
+210.8%
+401.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.5% |
| 7D | -1.9% | +1.5% | -3.4% | -2.1% |
| 30D | -7.5% | +6.8% | -14.3% | -8.6% |
| 3M | -9.2% | +2.6% | -11.8% | -10.0% |
| 6M | +8.1% | -3.1% | +11.2% | +7.6% |
| YTD | +5.8% | +29.4% | -23.6% | -0.4% |
| 1Y | +38.3% | +22.3% | +16.0% | +31.3% |
| 3Y | +144.8% | +26.6% | +118.2% | +126.9% |
| 5Y | +132.5% | +92.1% | +40.4% | +93.5% |
| All | +611.9% | +210.8% | +401.0% | +415.6% |
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