+34.2%
MGY vs APD
+16.4%
+17.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | +4.5% | +3.8% | +0.7% | +3.1% |
| 30D | -0.4% | +8.2% | -8.6% | -3.3% |
| 3M | -4.3% | +4.3% | -8.6% | -6.0% |
| 6M | -12.9% | +4.7% | -17.6% | -14.8% |
| YTD | +15.2% | +31.5% | -16.4% | +2.5% |
| 1Y | +10.3% | +23.5% | -13.2% | +0.5% |
| 3Y | +23.6% | +29.1% | -5.5% | +8.6% |
| All | +34.2% | +16.4% | +17.8% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling