-54.1%
ILMN vs MGY
+94.8%
-148.9%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.3% | -4.2% | -3.2% |
| 7D | -3.9% | +1.5% | -5.4% | -4.2% |
| 30D | +6.9% | +6.8% | 0.0% | +5.3% |
| 3M | +28.1% | +2.6% | +25.5% | +26.9% |
| 6M | +65.0% | -3.1% | +68.1% | +64.3% |
| YTD | +56.3% | +29.4% | +26.9% | +44.4% |
| 1Y | +108.7% | +22.3% | +86.4% | +94.9% |
| 3Y | +33.1% | +26.6% | +6.5% | +21.0% |
| 5Y | -54.1% | +92.1% | -146.2% | -59.5% |
| All | -54.1% | +94.8% | -148.9% | -59.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling