+14.6%
MGY vs BURL
+86.7%
-72.1%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +0.8% |
| 7D | -10.7% | +4.1% | -14.8% | -11.2% |
| 30D | -2.7% | -9.5% | +6.8% | -1.7% |
| 3M | -3.7% | -33.5% | +29.8% | +1.9% |
| 6M | -16.3% | -22.1% | +5.8% | -14.2% |
| YTD | +10.2% | -14.6% | +24.8% | +9.9% |
| 1Y | +13.5% | -8.4% | +21.8% | +10.8% |
| 3Y | +14.6% | +86.6% | -71.9% | +1.7% |
| All | +14.6% | +86.7% | -72.1% | +1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling