+209.8%
MGY vs BIDU
-49.0%
+258.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.2% | 0.0% |
| 7D | +1.8% | -5.2% | +7.0% | +2.7% |
| 30D | +6.5% | -14.5% | +21.0% | +9.2% |
| 3M | +0.3% | -22.9% | +23.2% | +4.5% |
| 6M | -2.4% | -27.8% | +25.4% | +1.8% |
| YTD | +29.0% | -30.7% | +59.7% | +34.9% |
| 1Y | +17.0% | -15.8% | +32.9% | +16.3% |
| 3Y | +26.2% | -33.2% | +59.4% | +27.8% |
| 5Y | +92.3% | -44.8% | +137.1% | +90.3% |
| All | +209.8% | -49.0% | +258.8% | +144.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU 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 BIDU 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