+17.8%
MGY vs CAPR
+35.8%
-18.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | -0.3% |
| 7D | +1.8% | -10.6% | +12.4% | +1.9% |
| 30D | +6.5% | +111.2% | -104.7% | +5.5% |
| 3M | +0.3% | -67.2% | +67.6% | +0.7% |
| 6M | -2.4% | -75.1% | +72.8% | -1.9% |
| YTD | +29.0% | -71.2% | +100.2% | +29.5% |
| All | +17.8% | +35.8% | -18.0% | +15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling