+336.6%
META vs MGY
+210.8%
+125.8%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +1.3% | +5.2% | +6.3% |
| 7D | +10.3% | +1.5% | +8.8% | +10.0% |
| 30D | +9.9% | +6.8% | +3.0% | +8.5% |
| 3M | +11.9% | +2.6% | +9.3% | +10.9% |
| 6M | +1.2% | -3.1% | +4.3% | +0.6% |
| YTD | -0.8% | +29.4% | -30.2% | -6.8% |
| 1Y | -14.3% | +22.3% | -36.7% | -18.8% |
| 3Y | +121.4% | +26.6% | +94.8% | +105.2% |
| 5Y | +74.5% | +92.1% | -17.7% | +46.3% |
| All | +336.6% | +210.8% | +125.8% | +230.1% |
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 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