+199.8%
MGY vs APD
+160.1%
+39.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.0% | -0.5% | -1.0% |
| 7D | +2.1% | -2.2% | +4.3% | +3.2% |
| 30D | +13.8% | +2.1% | +11.7% | +12.6% |
| 3M | -4.3% | +7.2% | -11.5% | -8.1% |
| 6M | -5.1% | +11.2% | -16.3% | -10.8% |
| YTD | +24.8% | +24.4% | +0.4% | +10.4% |
| 1Y | +11.8% | +6.7% | +5.1% | +6.2% |
| 3Y | +23.5% | +9.2% | +14.3% | +12.5% |
| 5Y | +87.5% | +27.4% | +60.1% | +52.9% |
| All | +199.8% | +160.1% | +39.7% | +94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling