+261.2%
MAR vs MGY
+210.4%
+50.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.7% |
| 7D | -0.5% | +3.5% | -4.1% | -1.6% |
| 30D | -5.4% | +5.3% | -10.7% | -7.0% |
| 3M | -15.5% | +2.6% | -18.1% | -16.8% |
| 6M | +3.0% | -3.3% | +6.2% | +2.1% |
| YTD | +8.5% | +29.2% | -20.7% | -2.0% |
| 1Y | +26.0% | +18.0% | +7.9% | +16.5% |
| 3Y | +68.6% | +30.0% | +38.6% | +47.6% |
| 5Y | +157.4% | +92.7% | +64.7% | +85.6% |
| All | +261.2% | +210.4% | +50.8% | +90.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling