+29.8%
MGY vs APD
+5.8%
+23.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +1.8% | -3.5% | +5.3% | +2.8% |
| 30D | +6.5% | -5.1% | +11.6% | +8.0% |
| 3M | +0.3% | +6.9% | -6.5% | -2.0% |
| 6M | -2.4% | +8.1% | -10.5% | -5.2% |
| YTD | +29.0% | +21.2% | +7.7% | +20.3% |
| 1Y | +17.0% | +4.9% | +12.2% | +14.3% |
| All | +29.8% | +5.8% | +23.9% | +25.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling