+206.7%
MGY vs BURL
+178.9%
+27.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -3.7% | +6.0% | +3.3% |
| 7D | -0.9% | -2.6% | +1.7% | -0.3% |
| 30D | +10.1% | -30.8% | +40.9% | +21.1% |
| 3M | -1.5% | -18.7% | +17.2% | +3.2% |
| 6M | -4.9% | -16.4% | +11.5% | -2.3% |
| YTD | +27.7% | -11.6% | +39.3% | +28.7% |
| 1Y | +20.1% | -12.0% | +32.1% | +20.3% |
| 3Y | +24.9% | +63.6% | -38.8% | 0.0% |
| 5Y | +91.6% | -12.6% | +104.2% | +79.9% |
| All | +206.7% | +178.9% | +27.8% | +124.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling