+176.9%
HPQ vs MGY
+210.4%
-33.5%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.4% | +0.2% | +8.2% | +8.3% |
| 7D | +9.8% | +3.5% | +6.2% | +8.6% |
| 30D | +22.4% | +5.3% | +17.1% | +20.3% |
| 3M | +45.2% | +2.6% | +42.5% | +43.1% |
| 6M | +96.4% | -3.3% | +99.7% | +95.9% |
| YTD | +65.4% | +29.2% | +36.2% | +50.8% |
| 1Y | +31.6% | +18.0% | +13.5% | +23.0% |
| 3Y | +37.0% | +30.0% | +7.0% | +22.4% |
| 5Y | +53.0% | +92.7% | -39.7% | +16.6% |
| All | +176.9% | +210.4% | -33.5% | +51.8% |
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 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