+478.0%
MCK vs MGY
+210.4%
+267.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -2.9% | +3.5% | -6.5% | -3.3% |
| 30D | +0.4% | +5.3% | -4.9% | -0.2% |
| 3M | +12.1% | +2.6% | +9.5% | +11.6% |
| 6M | -5.4% | -3.3% | -2.2% | -5.4% |
| YTD | +7.8% | +29.2% | -21.4% | +4.2% |
| 1Y | +22.9% | +18.0% | +4.9% | +19.9% |
| 3Y | +110.7% | +30.0% | +80.7% | +100.1% |
| 5Y | +346.2% | +92.7% | +253.5% | +290.3% |
| All | +478.0% | +210.4% | +267.6% | +380.6% |
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 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