+18.0%
MGY vs APD
+3.9%
+14.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +0.9% | +0.2% |
| 7D | +3.5% | -3.3% | +6.8% | +3.9% |
| 30D | +5.3% | -4.2% | +9.4% | +5.6% |
| 3M | +2.6% | +5.4% | -2.8% | +1.8% |
| 6M | -3.3% | +6.3% | -9.5% | -4.2% |
| YTD | +29.2% | +20.3% | +8.9% | +25.0% |
| 1Y | +18.0% | +1.6% | +16.4% | +7.5% |
| All | +18.0% | +3.9% | +14.1% | +7.5% |
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