+116.3%
IBM vs MGY
+85.2%
+31.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.1% | -2.4% |
| 7D | -0.3% | +1.8% | -2.1% | -0.5% |
| 30D | -1.8% | +6.5% | -8.3% | -2.6% |
| 3M | -13.5% | +0.3% | -13.8% | -13.7% |
| 6M | -5.1% | -2.4% | -2.7% | -5.3% |
| YTD | -19.4% | +29.0% | -48.4% | -22.9% |
| 1Y | -6.5% | +17.0% | -23.6% | -9.4% |
| 3Y | +73.8% | +26.2% | +47.7% | +64.2% |
| 5Y | +116.3% | +92.3% | +24.0% | +85.8% |
| All | +116.3% | +85.2% | +31.2% | +85.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling