+209.8%
MGY vs CAPR
+3.8%
+206.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | -0.2% |
| 7D | +1.8% | -10.6% | +12.4% | +2.1% |
| 30D | +6.5% | +111.2% | -104.7% | +3.7% |
| 3M | +0.3% | -67.2% | +67.6% | +1.6% |
| 6M | -2.4% | -75.1% | +72.8% | -0.6% |
| YTD | +29.0% | -71.2% | +100.2% | +30.6% |
| 1Y | +17.0% | +31.1% | -14.1% | +5.9% |
| 3Y | +26.2% | +31.3% | -5.2% | +7.3% |
| 5Y | +92.3% | +69.4% | +22.9% | +57.8% |
| All | +209.8% | +3.8% | +206.1% | +122.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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