+31.0%
MDB vs MGY
-5.9%
+36.9%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.3% | -5.8% | -3.3% |
| 7D | -18.0% | -0.9% | -17.1% | -18.0% |
| 30D | -10.7% | +10.1% | -20.9% | -10.1% |
| 3M | +1.0% | -1.5% | +2.4% | +2.0% |
| All | +31.0% | -5.9% | +36.9% | +37.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling