+210.4%
MGY vs BB
-25.0%
+235.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.1% |
| 7D | +3.5% | -0.4% | +3.9% | +3.6% |
| 30D | +5.3% | -12.5% | +17.8% | +7.5% |
| 3M | +2.6% | -17.4% | +20.1% | +4.4% |
| 6M | -3.3% | +119.1% | -122.4% | -19.2% |
| YTD | +29.2% | +102.4% | -73.2% | +9.3% |
| 1Y | +18.0% | +98.2% | -80.2% | -0.5% |
| 3Y | +30.0% | +46.9% | -16.9% | +9.7% |
| 5Y | +92.7% | -26.4% | +119.1% | +79.4% |
| All | +210.4% | -25.0% | +235.3% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 10y: compounded portfolio wealth divided by compounded BB 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…
10y analysis · Full analysis span regression · 6 months rolling