+30.0%
MGY vs BN
+70.0%
-40.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.3% | +0.1% |
| 7D | +3.5% | -5.2% | +8.7% | +5.1% |
| 30D | +5.3% | -14.5% | +19.8% | +10.1% |
| 3M | +2.6% | -15.0% | +17.6% | +7.4% |
| 6M | -3.3% | -5.4% | +2.1% | -4.0% |
| YTD | +29.2% | -16.4% | +45.7% | +33.8% |
| 1Y | +18.0% | -16.2% | +34.3% | +21.4% |
| 3Y | +30.0% | +67.5% | -37.5% | +0.4% |
| All | +30.0% | +70.0% | -40.0% | +0.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 3y: compounded portfolio wealth divided by compounded BN 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…
3y analysis · Full analysis span regression · 6 months rolling