+11.8%
MGY vs BBWI
-34.3%
+46.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.4% | -1.4% |
| 7D | +2.1% | +1.5% | +0.6% | +2.2% |
| 30D | +13.8% | -5.2% | +19.0% | +13.6% |
| 3M | -4.3% | +11.1% | -15.4% | -4.4% |
| 6M | -5.1% | -13.4% | +8.3% | -3.2% |
| YTD | +24.8% | +0.1% | +24.7% | +24.6% |
| 1Y | +11.8% | -36.1% | +47.9% | +31.2% |
| All | +11.8% | -34.3% | +46.1% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 1y: compounded portfolio wealth divided by compounded BBWI 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…
1y analysis · Full analysis span regression · 6 months rolling