+143.8%
IBM vs MGY
+210.4%
-66.6%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +3.9% |
| 7D | +3.6% | +3.5% | 0.0% | +3.0% |
| 30D | +3.1% | +5.3% | -2.2% | +2.2% |
| 3M | -10.8% | +2.6% | -13.5% | -11.6% |
| 6M | -0.8% | -3.3% | +2.5% | -1.0% |
| YTD | -16.2% | +29.2% | -45.4% | -20.7% |
| 1Y | -2.9% | +18.0% | -20.9% | -6.7% |
| 3Y | +79.8% | +30.0% | +49.8% | +66.9% |
| 5Y | +124.9% | +92.7% | +32.2% | +86.7% |
| All | +143.8% | +210.4% | -66.6% | +70.9% |
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