+14.2%
MGY vs BAM
+78.0%
-63.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | +2.1% | -2.0% | +4.1% | +2.6% |
| 30D | +13.8% | -2.9% | +16.7% | +14.4% |
| 3M | -4.3% | +9.4% | -13.7% | -7.5% |
| 6M | -5.1% | +10.8% | -15.8% | -9.4% |
| YTD | +24.8% | -0.4% | +25.2% | +23.1% |
| 1Y | +11.8% | -10.9% | +22.7% | +15.1% |
| 3Y | +23.5% | +61.3% | -37.7% | -1.7% |
| All | +14.2% | +78.0% | -63.7% | -14.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling