+34.2%
MGY vs ACM
+1.1%
+33.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | +4.5% | +5.6% | -1.1% | +2.3% |
| 30D | -0.4% | +20.8% | -21.2% | -7.7% |
| 3M | -4.3% | +11.4% | -15.8% | -9.0% |
| 6M | -12.9% | +0.9% | -13.8% | -14.9% |
| YTD | +15.2% | -24.8% | +40.0% | +27.2% |
| 1Y | +10.3% | -46.4% | +56.8% | +48.6% |
| 3Y | +23.6% | -9.2% | +32.9% | +13.8% |
| All | +34.2% | +1.1% | +33.1% | +15.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling