+168.1%
MGY vs BURL
+179.9%
-11.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.3% |
| 7D | +2.6% | -0.8% | +3.4% | +2.7% |
| 30D | -2.0% | -4.4% | +2.4% | -1.3% |
| 3M | -7.8% | -28.6% | +20.7% | -0.4% |
| 6M | -13.9% | -12.3% | -1.6% | -13.0% |
| YTD | +11.6% | -11.3% | +22.9% | +11.4% |
| 1Y | +6.7% | -10.4% | +17.2% | +5.6% |
| 3Y | +20.6% | +96.1% | -75.4% | -9.1% |
| 5Y | +32.4% | -5.0% | +37.4% | +19.9% |
| All | +168.1% | +179.9% | -11.7% | +94.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling