+325.2%
MCO vs MGY
+210.4%
+114.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -3.8% | +3.5% | -7.3% | -4.3% |
| 30D | -0.4% | +5.3% | -5.7% | -1.3% |
| 3M | +7.7% | +2.6% | +5.1% | +6.9% |
| 6M | +7.0% | -3.3% | +10.3% | +6.8% |
| YTD | -6.4% | +29.2% | -35.6% | -11.2% |
| 1Y | -7.6% | +18.0% | -25.7% | -11.2% |
| 3Y | +43.2% | +30.0% | +13.2% | +33.5% |
| 5Y | +29.6% | +92.7% | -63.1% | +10.1% |
| All | +325.2% | +210.4% | +114.8% | +203.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling