-2.6%
MCD vs MGY
+25.3%
-27.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.3% | -0.9% |
| 7D | -2.9% | +1.5% | -4.4% | -2.9% |
| 30D | -6.7% | +6.8% | -13.6% | -6.7% |
| 3M | -9.6% | +2.6% | -12.2% | -9.5% |
| 6M | -22.3% | -3.1% | -19.2% | -22.2% |
| YTD | -15.4% | +29.4% | -44.8% | -16.1% |
| 1Y | -16.8% | +22.3% | -39.1% | -17.3% |
| All | -2.6% | +25.3% | -27.9% | -4.7% |
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