+943.1%
IBKR vs MGY
+210.4%
+732.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | -1.3% | +3.5% | -4.9% | -2.1% |
| 30D | -0.2% | +5.3% | -5.5% | -1.4% |
| 3M | +3.0% | +2.6% | +0.3% | +1.8% |
| 6M | +33.9% | -3.3% | +37.1% | +33.0% |
| YTD | +42.5% | +29.2% | +13.3% | +32.7% |
| 1Y | +44.9% | +18.0% | +26.8% | +37.3% |
| 3Y | +293.0% | +30.0% | +263.0% | +260.5% |
| 5Y | +497.7% | +92.7% | +405.0% | +389.3% |
| All | +943.1% | +210.4% | +732.7% | +629.4% |
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