+93.0%
MGY vs CAPR
+72.8%
+20.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +6.0% | +1.4% |
| 7D | +1.5% | -12.6% | +14.1% | +1.7% |
| 30D | +6.8% | +124.4% | -117.6% | +5.1% |
| 3M | +2.6% | -66.8% | +69.4% | +3.3% |
| 6M | -3.1% | -71.8% | +68.7% | -2.3% |
| YTD | +29.4% | -70.1% | +99.5% | +30.3% |
| 1Y | +22.3% | +33.3% | -11.0% | +15.8% |
| 3Y | +26.6% | +36.7% | -10.1% | +8.1% |
| All | +93.0% | +72.8% | +20.2% | +40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling