+89.0%
MGY vs ACM
+1.2%
+87.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.2% |
| 7D | +3.5% | -4.6% | +8.1% | +5.5% |
| 30D | +5.3% | +4.1% | +1.2% | +3.0% |
| 3M | +2.6% | -8.3% | +10.9% | +4.6% |
| 6M | -3.3% | -30.1% | +26.8% | +11.4% |
| YTD | +29.2% | -32.6% | +61.8% | +49.9% |
| 1Y | +18.0% | -49.6% | +67.6% | +61.2% |
| 3Y | +30.0% | -23.0% | +53.1% | +30.8% |
| All | +89.0% | +1.2% | +87.8% | +60.3% |
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 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