+132.6%
IBM vs MGY
+206.7%
-74.1%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.3% | -3.5% | -1.6% |
| 7D | +0.3% | -0.9% | +1.2% | +0.4% |
| 30D | -1.5% | +10.1% | -11.6% | -3.1% |
| 3M | -16.8% | -1.5% | -15.3% | -16.9% |
| 6M | -9.0% | -4.9% | -4.1% | -8.9% |
| YTD | -20.1% | +27.7% | -47.7% | -24.2% |
| 1Y | -7.0% | +20.1% | -27.1% | -11.0% |
| 3Y | +72.4% | +24.9% | +47.5% | +61.0% |
| 5Y | +112.0% | +91.6% | +20.4% | +76.1% |
| All | +132.6% | +206.7% | -74.1% | +63.4% |
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 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