+95.0%
HON vs MGY
+210.4%
-115.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -3.5% | +3.5% | -7.0% | -4.2% |
| 30D | -13.8% | +5.3% | -19.0% | -14.8% |
| 3M | -11.7% | +2.6% | -14.3% | -12.6% |
| 6M | -18.7% | -3.3% | -15.4% | -19.1% |
| YTD | +0.2% | +29.2% | -29.0% | -6.6% |
| 1Y | -3.1% | +18.0% | -21.1% | -8.1% |
| 3Y | +17.0% | +30.0% | -13.0% | +6.4% |
| 5Y | +2.0% | +92.7% | -90.6% | -19.9% |
| All | +95.0% | +210.4% | -115.4% | +16.4% |
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 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