+399.0%
JPM vs MGY
+210.4%
+188.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.7% |
| 7D | -0.7% | +3.5% | -4.2% | -1.6% |
| 30D | -2.5% | +5.3% | -7.7% | -3.9% |
| 3M | +14.1% | +2.6% | +11.5% | +12.6% |
| 6M | +25.1% | -3.3% | +28.4% | +24.5% |
| YTD | +12.1% | +29.2% | -17.1% | +2.6% |
| 1Y | +18.8% | +18.0% | +0.8% | +11.2% |
| 3Y | +163.4% | +30.0% | +133.4% | +135.0% |
| 5Y | +156.5% | +92.7% | +63.9% | +91.4% |
| All | +399.0% | +210.4% | +188.6% | +177.0% |
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 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