-18.3%
JD vs MGY
+199.8%
-218.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.5% | +3.4% | +2.1% |
| 7D | -1.7% | +2.1% | -3.8% | -2.1% |
| 30D | -13.2% | +13.8% | -27.0% | -15.1% |
| 3M | -3.2% | -4.3% | +1.1% | -2.8% |
| 6M | +15.2% | -5.1% | +20.3% | +15.4% |
| YTD | +2.0% | +24.8% | -22.8% | -3.0% |
| 1Y | -5.4% | +11.8% | -17.2% | -8.3% |
| 3Y | -9.1% | +23.5% | -32.6% | -14.7% |
| 5Y | -59.6% | +87.5% | -147.1% | -65.2% |
| All | -18.3% | +199.8% | -218.1% | -23.1% |
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