+164.8%
MGY vs BURL
+169.4%
-4.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.6% | +2.2% | +1.0% |
| 7D | -10.7% | +4.1% | -14.8% | -11.8% |
| 30D | -2.7% | -9.5% | +6.8% | -0.6% |
| 3M | -3.7% | -33.5% | +29.8% | +6.1% |
| 6M | -16.3% | -22.1% | +5.8% | -12.5% |
| YTD | +10.2% | -14.6% | +24.8% | +11.2% |
| 1Y | +13.5% | -8.4% | +21.8% | +11.4% |
| 3Y | +14.6% | +86.6% | -71.9% | -12.4% |
| 5Y | +27.3% | -17.2% | +44.4% | +20.9% |
| All | +164.8% | +169.4% | -4.7% | +93.8% |
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