+396.8%
JPM vs MGY
+210.8%
+186.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | 0.0% |
| 7D | -0.4% | +1.5% | -1.9% | -0.8% |
| 30D | -1.4% | +6.8% | -8.3% | -3.3% |
| 3M | +13.9% | +2.6% | +11.3% | +12.4% |
| 6M | +23.5% | -3.1% | +26.6% | +22.9% |
| YTD | +11.6% | +29.4% | -17.8% | +2.1% |
| 1Y | +21.4% | +22.3% | -0.9% | +12.4% |
| 3Y | +163.4% | +26.6% | +136.9% | +136.7% |
| 5Y | +152.5% | +92.1% | +60.4% | +88.6% |
| All | +396.8% | +210.8% | +186.0% | +175.7% |
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