-21.8%
JD vs MGY
+210.4%
-232.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | 0.0% | +0.1% |
| 7D | -4.2% | +3.5% | -7.8% | -4.8% |
| 30D | -14.4% | +5.3% | -19.7% | -15.2% |
| 3M | -3.6% | +2.6% | -6.2% | -4.3% |
| 6M | -0.3% | -3.3% | +3.0% | -0.5% |
| YTD | -2.4% | +29.2% | -31.6% | -7.7% |
| 1Y | -18.5% | +18.0% | -36.6% | -21.8% |
| 3Y | -7.0% | +30.0% | -37.0% | -13.5% |
| 5Y | -61.7% | +92.7% | -154.4% | -67.2% |
| All | -21.8% | +210.4% | -232.2% | -26.8% |
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