+1,029.4%
MDB vs MGY
+208.5%
+820.9%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.2% | -3.3% | -3.2% |
| 7D | -1.8% | +3.5% | -5.3% | -2.4% |
| 30D | -17.3% | +5.3% | -22.5% | -18.1% |
| 3M | +2.2% | +2.6% | -0.4% | +1.2% |
| 6M | +33.9% | -3.3% | +37.2% | +33.8% |
| YTD | -13.7% | +29.2% | -42.9% | -18.5% |
| 1Y | +9.1% | +18.0% | -9.0% | +4.5% |
| 3Y | -8.1% | +30.0% | -38.1% | -14.4% |
| 5Y | -25.9% | +92.7% | -118.6% | -34.9% |
| All | +1,029.4% | +208.5% | +820.9% | +829.8% |
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