+1,458.3%
LLY vs MGY
+206.7%
+1,251.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.3% | -4.5% | -2.4% |
| 7D | -3.1% | -0.9% | -2.2% | -3.1% |
| 30D | -5.1% | +10.1% | -15.2% | -5.6% |
| 3M | -2.1% | -1.5% | -0.6% | -2.1% |
| 6M | +13.8% | -4.9% | +18.8% | +13.9% |
| YTD | +5.1% | +27.7% | -22.6% | +3.1% |
| 1Y | +53.1% | +20.1% | +33.1% | +50.7% |
| 3Y | +95.6% | +24.9% | +70.8% | +90.8% |
| 5Y | +361.5% | +91.6% | +269.9% | +331.2% |
| All | +1,458.3% | +206.7% | +1,251.6% | +1,261.2% |
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 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