+206.7%
MGY vs BBWI
-42.3%
+249.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.1% | +5.4% | +3.0% |
| 7D | -0.9% | +1.6% | -2.5% | -1.3% |
| 30D | +10.1% | -6.2% | +16.3% | +11.2% |
| 3M | -1.5% | +4.3% | -5.8% | -3.8% |
| 6M | -4.9% | -7.2% | +2.2% | -6.2% |
| YTD | +27.7% | -3.0% | +30.7% | +23.6% |
| 1Y | +20.1% | -30.8% | +50.8% | +24.8% |
| 3Y | +24.9% | -43.4% | +68.3% | +30.2% |
| 5Y | +91.6% | -66.7% | +158.3% | +120.4% |
| All | +206.7% | -42.3% | +249.0% | +121.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling