+89.0%
MGY vs BDX
-2.2%
+91.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | +3.5% | -3.2% | +6.7% | +4.2% |
| 30D | +5.3% | -2.5% | +7.8% | +5.8% |
| 3M | +2.6% | +21.4% | -18.8% | -1.4% |
| 6M | -3.3% | +10.4% | -13.7% | -5.3% |
| YTD | +29.2% | +18.8% | +10.4% | +24.0% |
| 1Y | +18.0% | +21.7% | -3.7% | +12.5% |
| 3Y | +30.0% | -10.0% | +40.0% | +31.7% |
| All | +89.0% | -2.2% | +91.3% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 5y: compounded portfolio wealth divided by compounded BDX 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…
5y analysis · Full analysis span regression · 6 months rolling