-9.3%
MCD vs MGY
+10.3%
-19.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -0.4% |
| 7D | -1.6% | +4.5% | -6.2% | -1.1% |
| 30D | +14.1% | -0.4% | +14.5% | +14.2% |
| 3M | +0.6% | -4.3% | +5.0% | +0.7% |
| 6M | 0.0% | -12.9% | +12.9% | -0.1% |
| YTD | -9.3% | +15.2% | -24.5% | -13.2% |
| 1Y | -9.3% | +10.3% | -19.7% | -12.6% |
| All | -9.3% | +10.3% | -19.7% | -12.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling