+210.4%
MGY vs APD
+151.6%
+58.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.5% |
| 7D | +3.5% | -3.3% | +6.8% | +5.2% |
| 30D | +5.3% | -4.2% | +9.4% | +7.3% |
| 3M | +2.6% | +5.4% | -2.8% | -0.6% |
| 6M | -3.3% | +6.3% | -9.5% | -7.1% |
| YTD | +29.2% | +20.3% | +8.9% | +16.1% |
| 1Y | +18.0% | +1.6% | +16.4% | +14.8% |
| 3Y | +30.0% | +4.0% | +26.0% | +21.4% |
| 5Y | +92.7% | +23.3% | +69.4% | +59.4% |
| All | +210.4% | +151.6% | +58.8% | +105.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling