+199.8%
MGY vs CAPR
+17.5%
+182.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.5% |
| 7D | +2.1% | -2.0% | +4.1% | +2.1% |
| 30D | +13.8% | +139.2% | -125.4% | +10.4% |
| 3M | -4.3% | -66.4% | +62.1% | -3.2% |
| 6M | -5.1% | -63.1% | +58.1% | -4.4% |
| YTD | +24.8% | -67.4% | +92.2% | +26.0% |
| 1Y | +11.8% | +58.2% | -46.4% | +0.5% |
| 3Y | +23.5% | +42.2% | -18.7% | +4.9% |
| 5Y | +87.5% | +87.3% | +0.2% | +53.5% |
| All | +199.8% | +17.5% | +182.3% | +114.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling