+311.9%
META vs MGY
+199.8%
+112.2%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | +6.7% | +2.1% | +4.6% | +6.3% |
| 30D | +4.8% | +13.8% | -9.0% | +2.3% |
| 3M | -1.6% | -4.3% | +2.6% | -1.4% |
| 6M | -7.5% | -5.1% | -2.4% | -7.7% |
| YTD | -6.4% | +24.8% | -31.2% | -11.5% |
| 1Y | -17.3% | +11.8% | -29.2% | -20.4% |
| 3Y | +109.9% | +23.5% | +86.4% | +95.3% |
| 5Y | +65.4% | +87.5% | -22.1% | +39.2% |
| All | +311.9% | +199.8% | +112.2% | +213.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling