+29.8%
MGY vs ACM
-23.7%
+53.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.4% | +0.1% |
| 7D | +1.8% | -5.9% | +7.7% | +3.1% |
| 30D | +6.5% | -6.2% | +12.7% | +7.7% |
| 3M | +0.3% | -7.9% | +8.2% | +1.1% |
| 6M | -2.4% | -30.6% | +28.2% | +7.3% |
| YTD | +29.0% | -33.3% | +62.3% | +42.6% |
| 1Y | +17.0% | -49.2% | +66.2% | +45.8% |
| All | +29.8% | -23.7% | +53.4% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling