+107.8%
MCD vs MGY
+199.8%
-91.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.5% | 0.0% | -1.4% |
| 7D | -2.8% | +2.1% | -4.9% | -3.0% |
| 30D | -6.0% | +13.8% | -19.8% | -7.3% |
| 3M | -5.6% | -4.3% | -1.3% | -5.4% |
| 6M | -21.9% | -5.1% | -16.8% | -21.8% |
| YTD | -14.7% | +24.8% | -39.5% | -17.2% |
| 1Y | -17.3% | +11.8% | -29.1% | -18.8% |
| 3Y | -2.2% | +23.5% | -25.7% | -6.4% |
| 5Y | +20.3% | +87.5% | -67.2% | +5.2% |
| All | +107.8% | +199.8% | -91.9% | +33.0% |
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