+18.5%
MGY vs BAM
+67.8%
-49.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +2.0% |
| 7D | +1.5% | -3.9% | +5.4% | +2.5% |
| 30D | +6.8% | -8.8% | +15.7% | +9.2% |
| 3M | +2.6% | +2.2% | +0.4% | +1.0% |
| 6M | -3.1% | +5.9% | -9.0% | -6.6% |
| YTD | +29.4% | -6.1% | +35.5% | +29.6% |
| 1Y | +22.3% | -11.6% | +33.9% | +25.0% |
| 3Y | +26.6% | +51.7% | -25.1% | +2.4% |
| All | +18.5% | +67.8% | -49.4% | -9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 BAM 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