+270.5%
INTC vs MGY
+210.4%
+60.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.6% |
| 7D | +7.5% | +3.5% | +3.9% | +6.6% |
| 30D | +2.0% | +5.3% | -3.3% | +0.7% |
| 3M | -12.0% | +2.6% | -14.6% | -13.1% |
| 6M | +114.5% | -3.3% | +117.8% | +112.8% |
| YTD | +179.0% | +29.2% | +149.8% | +156.9% |
| 1Y | +318.3% | +18.0% | +300.3% | +293.7% |
| 3Y | +171.2% | +30.0% | +141.2% | +147.9% |
| 5Y | +107.6% | +92.7% | +14.9% | +69.7% |
| All | +270.5% | +210.4% | +60.1% | +165.5% |
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 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