+257.8%
MAR vs MGY
+210.8%
+47.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.4% |
| 7D | -0.5% | +1.5% | -2.0% | -0.9% |
| 30D | -4.7% | +6.8% | -11.5% | -6.6% |
| 3M | -15.6% | +2.6% | -18.2% | -16.9% |
| 6M | +1.2% | -3.1% | +4.3% | +0.4% |
| YTD | +7.5% | +29.4% | -21.9% | -3.0% |
| 1Y | +26.6% | +22.3% | +4.3% | +15.8% |
| 3Y | +66.0% | +26.6% | +39.4% | +46.5% |
| 5Y | +154.1% | +92.1% | +62.0% | +83.4% |
| All | +257.8% | +210.8% | +47.0% | +89.0% |
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