-23.3%
MDLN vs MGY
-2.5%
-20.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.5% |
| 7D | -11.1% | +3.5% | -14.6% | -10.4% |
| 30D | -8.4% | +5.3% | -13.6% | -7.3% |
| 3M | -12.4% | +2.6% | -15.0% | -10.8% |
| 6M | -23.3% | -3.3% | -20.0% | -20.0% |
| All | -23.3% | -2.5% | -20.7% | -20.0% |
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