-23.5%
MDB vs MGY
+85.2%
-108.7%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.3% | +4.6% | +4.4% |
| 7D | -2.8% | +1.8% | -4.6% | -3.2% |
| 30D | -14.9% | +6.5% | -21.4% | -16.3% |
| 3M | +7.3% | +0.3% | +7.0% | +6.5% |
| 6M | +38.2% | -2.4% | +40.6% | +37.6% |
| YTD | -10.9% | +29.0% | -39.9% | -18.5% |
| 1Y | +11.6% | +17.0% | -5.4% | +4.7% |
| 3Y | -0.9% | +26.2% | -27.1% | -11.0% |
| 5Y | -23.5% | +92.3% | -115.8% | -29.5% |
| All | -23.5% | +85.2% | -108.7% | -29.5% |
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 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