+358.9%
LIN vs MGY
+159.0%
+199.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.9% | -0.1% |
| 7D | +2.0% | -6.1% | +8.1% | +3.0% |
| 30D | +7.9% | -3.9% | +11.8% | +8.4% |
| 3M | +6.3% | -11.0% | +17.3% | +7.9% |
| 6M | +6.5% | -15.6% | +22.1% | +8.7% |
| YTD | +23.6% | +7.8% | +15.8% | +20.4% |
| 1Y | +25.7% | +5.8% | +19.9% | +22.8% |
| 3Y | +35.6% | +16.5% | +19.1% | +27.9% |
| 5Y | +65.9% | +28.5% | +37.4% | +49.4% |
| All | +358.9% | +159.0% | +199.9% | +223.8% |
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