+140.8%
LLY vs MGY
+23.9%
+116.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +1.2% |
| 7D | +6.7% | +4.5% | +2.2% | +6.6% |
| 30D | +19.6% | -0.4% | +20.0% | +19.5% |
| 3M | +19.7% | -4.3% | +24.1% | +19.8% |
| 6M | +42.7% | -12.9% | +55.6% | +43.5% |
| YTD | +35.1% | +15.2% | +19.9% | +32.3% |
| 1Y | +42.2% | +10.3% | +31.8% | +39.7% |
| 3Y | +140.8% | +23.6% | +117.2% | +132.5% |
| All | +140.8% | +23.9% | +116.9% | +132.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling