+9.5%
MGY vs APD
+36.4%
-26.9%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +1.9% | -7.1% | -5.4% |
| 7D | -12.1% | +3.8% | -15.9% | -12.5% |
| 30D | -2.6% | +14.1% | -16.7% | -4.2% |
| 3M | -4.2% | +8.2% | -12.4% | -5.2% |
| 6M | -23.9% | +7.5% | -31.5% | -24.6% |
| YTD | +8.8% | +31.7% | -22.8% | +3.6% |
| 1Y | +9.5% | +35.1% | -25.6% | +3.6% |
| All | +9.5% | +36.4% | -26.9% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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