+42.1%
ICE vs MGY
+25.2%
+16.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -2.4% | +3.5% | -5.9% | -2.6% |
| 30D | +4.0% | +5.3% | -1.3% | +3.6% |
| 3M | +13.7% | +2.6% | +11.0% | +13.4% |
| 6M | +0.9% | -3.3% | +4.2% | +1.0% |
| YTD | -2.1% | +29.2% | -31.4% | -4.8% |
| 1Y | -9.5% | +18.0% | -27.5% | -11.3% |
| 3Y | +42.1% | +30.0% | +12.1% | +35.7% |
| All | +42.1% | +25.2% | +16.9% | +35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling