+152.8%
HPQ vs MGY
+210.8%
-58.0%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.3% | +3.6% | +4.5% |
| 7D | +2.2% | +1.5% | +0.7% | +1.8% |
| 30D | +9.7% | +6.8% | +2.9% | +7.4% |
| 3M | +32.7% | +2.6% | +30.1% | +30.8% |
| 6M | +77.7% | -3.1% | +80.8% | +77.1% |
| YTD | +51.0% | +29.4% | +21.6% | +37.6% |
| 1Y | +18.4% | +22.3% | -3.9% | +9.4% |
| 3Y | +25.6% | +26.6% | -1.0% | +13.0% |
| 5Y | +38.6% | +92.1% | -53.5% | +5.7% |
| All | +152.8% | +210.8% | -58.0% | +38.6% |
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