+18.0%
MGY vs ACM
-48.8%
+66.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.2% |
| 7D | +3.5% | -4.6% | +8.1% | +3.3% |
| 30D | +5.3% | +4.1% | +1.2% | +5.4% |
| 3M | +2.6% | -8.3% | +10.9% | +2.1% |
| 6M | -3.3% | -30.1% | +26.8% | -2.8% |
| YTD | +29.2% | -32.6% | +61.8% | +30.7% |
| 1Y | +18.0% | -49.6% | +67.6% | +23.3% |
| All | +18.0% | -48.8% | +66.8% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 1y: compounded portfolio wealth divided by compounded ACM 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…
1y analysis · Full analysis span regression · 6 months rolling