+279.0%
IR vs MGY
+206.7%
+72.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.3% | -4.0% | -2.3% |
| 7D | +0.6% | -0.9% | +1.5% | +0.9% |
| 30D | -13.6% | +10.1% | -23.7% | -16.1% |
| 3M | +3.7% | -1.5% | +5.2% | +3.2% |
| 6M | -13.1% | -4.9% | -8.1% | -13.4% |
| YTD | -5.1% | +27.7% | -32.8% | -13.6% |
| 1Y | -6.5% | +20.1% | -26.5% | -13.6% |
| 3Y | +8.5% | +24.9% | -16.4% | -2.4% |
| 5Y | +43.3% | +91.6% | -48.3% | +7.5% |
| All | +279.0% | +206.7% | +72.3% | +139.0% |
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 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