-7.2%
JD vs MGY
+25.3%
-32.6%
-44.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.3% | -3.8% | -2.7% |
| 7D | -3.0% | +1.5% | -4.5% | -3.2% |
| 30D | -19.3% | +6.8% | -26.2% | -20.3% |
| 3M | -6.0% | +2.6% | -8.6% | -6.7% |
| 6M | +1.8% | -3.1% | +4.9% | +1.5% |
| YTD | -2.6% | +29.4% | -32.0% | -9.7% |
| 1Y | -17.4% | +22.3% | -39.7% | -22.6% |
| All | -7.2% | +25.3% | -32.6% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling