+18.9%
MCD vs MGY
+85.2%
-66.3%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.2% | -0.2% |
| 7D | -2.5% | +1.8% | -4.3% | -2.6% |
| 30D | -7.0% | +6.5% | -13.5% | -7.2% |
| 3M | -9.8% | +0.3% | -10.1% | -9.8% |
| 6M | -21.8% | -2.4% | -19.4% | -21.8% |
| YTD | -15.6% | +29.0% | -44.6% | -16.6% |
| 1Y | -15.2% | +17.0% | -32.2% | -15.9% |
| 3Y | -2.6% | +26.2% | -28.7% | -4.4% |
| 5Y | +18.9% | +92.3% | -73.5% | +12.3% |
| All | +18.9% | +85.2% | -66.3% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling