+91.2%
LLY vs MGY
+25.2%
+66.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | -2.9% | +3.5% | -6.5% | -3.1% |
| 30D | -8.4% | +5.3% | -13.7% | -8.7% |
| 3M | -3.8% | +2.6% | -6.4% | -3.9% |
| 6M | +11.9% | -3.3% | +15.2% | +11.7% |
| YTD | +4.3% | +29.2% | -24.9% | +1.6% |
| 1Y | +48.5% | +18.0% | +30.4% | +45.6% |
| 3Y | +91.2% | +30.0% | +61.2% | +84.2% |
| All | +91.2% | +25.2% | +66.1% | +84.2% |
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