+328.7%
META vs MGY
+159.0%
+169.7%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | -0.3% |
| 7D | +3.3% | -6.1% | +9.4% | +4.3% |
| 30D | -10.8% | -3.9% | -6.8% | -10.3% |
| 3M | +7.9% | -11.0% | +18.9% | +9.5% |
| 6M | +5.4% | -15.6% | +21.0% | +7.4% |
| YTD | -2.6% | +7.8% | -10.4% | -5.9% |
| 1Y | +1.9% | +5.8% | -4.0% | -1.4% |
| 3Y | +97.0% | +16.5% | +80.4% | +84.6% |
| 5Y | +97.6% | +28.5% | +69.2% | +77.4% |
| All | +328.7% | +159.0% | +169.7% | +233.0% |
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 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