+17.1%
ILMN vs MGY
+209.8%
-192.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -9.2% | +1.8% | -11.0% | -9.5% |
| 30D | +4.4% | +6.5% | -2.1% | +3.1% |
| 3M | +23.9% | +0.3% | +23.6% | +23.3% |
| 6M | +64.5% | -2.4% | +66.9% | +63.7% |
| YTD | +53.5% | +29.0% | +24.5% | +43.9% |
| 1Y | +110.8% | +17.0% | +93.7% | +101.2% |
| 3Y | +30.7% | +26.2% | +4.5% | +21.3% |
| 5Y | -54.8% | +92.3% | -147.2% | -62.1% |
| All | +17.1% | +209.8% | -192.8% | -16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling