+206.7%
MGY vs ACM
+110.8%
+95.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.8% | +3.1% | +2.8% |
| 7D | -0.9% | -0.3% | -0.6% | -0.7% |
| 30D | +10.1% | -12.9% | +23.0% | +18.6% |
| 3M | -1.5% | -6.4% | +4.9% | 0.0% |
| 6M | -4.9% | -29.2% | +24.3% | +14.8% |
| YTD | +27.7% | -29.9% | +57.6% | +52.5% |
| 1Y | +20.1% | -47.3% | +67.3% | +74.2% |
| 3Y | +24.9% | -19.6% | +44.5% | +27.0% |
| 5Y | +91.6% | +5.5% | +86.1% | +53.5% |
| All | +206.7% | +110.8% | +95.9% | +46.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling