-3.1%
MGY vs BB
+127.9%
-131.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.9% | +1.3% |
| 7D | +1.5% | +1.8% | -0.3% | +1.6% |
| 30D | +6.8% | -12.2% | +19.1% | +6.1% |
| 3M | +2.6% | -12.3% | +14.9% | +1.3% |
| 6M | -3.1% | +122.7% | -125.8% | +8.4% |
| All | -3.1% | +127.9% | -131.1% | +8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling