-61.8%
JD vs MGY
+85.2%
-146.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -2.6% | +1.8% | -4.4% | -3.0% |
| 30D | -15.4% | +6.5% | -21.8% | -16.5% |
| 3M | -5.0% | +0.3% | -5.4% | -5.5% |
| 6M | +0.9% | -2.4% | +3.3% | +0.4% |
| YTD | -2.5% | +29.0% | -31.5% | -9.2% |
| 1Y | -16.0% | +17.0% | -33.1% | -20.2% |
| 3Y | -8.5% | +26.2% | -34.7% | -16.3% |
| 5Y | -61.8% | +92.3% | -154.1% | -69.3% |
| All | -61.8% | +85.2% | -146.9% | -69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling