+210.4%
MGY vs BTG
+138.4%
+72.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | +3.5% | -3.8% | +7.3% | +3.9% |
| 30D | +5.3% | +3.6% | +1.6% | +4.8% |
| 3M | +2.6% | +32.0% | -29.4% | -0.6% |
| 6M | -3.3% | +3.4% | -6.6% | -4.5% |
| YTD | +29.2% | +20.8% | +8.4% | +24.6% |
| 1Y | +18.0% | +22.4% | -4.4% | +13.1% |
| 3Y | +30.0% | +91.7% | -61.7% | +15.8% |
| 5Y | +92.7% | +79.0% | +13.7% | +72.9% |
| All | +210.4% | +138.4% | +72.0% | +189.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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