+22.8%
ILMN vs MGY
+206.7%
-183.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.3% | -5.6% | -3.7% |
| 7D | +1.9% | -0.9% | +2.8% | +2.0% |
| 30D | +12.3% | +10.1% | +2.2% | +10.2% |
| 3M | +33.5% | -1.5% | +35.0% | +33.4% |
| 6M | +69.4% | -4.9% | +74.3% | +69.4% |
| YTD | +60.9% | +27.7% | +33.2% | +51.2% |
| 1Y | +115.0% | +20.1% | +94.9% | +104.0% |
| 3Y | +37.0% | +24.9% | +12.1% | +27.5% |
| 5Y | -53.1% | +91.6% | -144.7% | -60.6% |
| All | +22.8% | +206.7% | -183.9% | -11.7% |
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 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