+31.0%
MDT vs MGY
+210.4%
-179.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.7% |
| 7D | -3.4% | +3.5% | -7.0% | -3.9% |
| 30D | +0.2% | +5.3% | -5.1% | -0.6% |
| 3M | +14.3% | +2.6% | +11.6% | +13.4% |
| 6M | +4.0% | -3.3% | +7.3% | +3.9% |
| YTD | -3.7% | +29.2% | -32.9% | -8.4% |
| 1Y | -0.4% | +18.0% | -18.4% | -3.9% |
| 3Y | +23.3% | +30.0% | -6.7% | +14.9% |
| 5Y | -18.9% | +92.7% | -111.6% | -32.3% |
| All | +31.0% | +210.4% | -179.4% | -16.9% |
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