+166.7%
ICE vs MGY
+210.8%
-44.2%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | -0.9% | +1.5% | -2.4% | -1.0% |
| 30D | +4.0% | +6.8% | -2.9% | +3.1% |
| 3M | +11.0% | +2.6% | +8.4% | +10.3% |
| 6M | -5.0% | -3.1% | -1.8% | -5.0% |
| YTD | -2.7% | +29.4% | -32.1% | -6.3% |
| 1Y | -8.6% | +22.3% | -30.9% | -11.5% |
| 3Y | +41.4% | +26.6% | +14.8% | +34.4% |
| 5Y | +39.9% | +92.1% | -52.3% | +23.5% |
| All | +166.7% | +210.8% | -44.2% | +93.5% |
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