+93.9%
ILMN vs MGY
+8.9%
+84.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -5.2% | +0.3% | -5.6% |
| 7D | -21.6% | -12.1% | -9.4% | -22.9% |
| 30D | -22.9% | -2.6% | -20.2% | -22.9% |
| 3M | +11.6% | -4.2% | +15.8% | +11.8% |
| 6M | +62.5% | -23.9% | +86.5% | +55.3% |
| YTD | +72.7% | +8.8% | +63.9% | +74.0% |
| 1Y | +93.9% | +9.5% | +84.4% | +95.9% |
| All | +93.9% | +8.9% | +84.9% | +95.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling