+145.9%
MGY vs COMP
-47.7%
+193.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | +2.1% | +1.4% | +0.7% | +1.9% |
| 30D | +13.8% | -13.3% | +27.1% | +15.1% |
| 3M | -4.3% | +41.1% | -45.4% | -8.2% |
| 6M | -5.1% | +17.2% | -22.2% | -8.2% |
| YTD | +24.8% | +5.2% | +19.6% | +21.7% |
| 1Y | +11.8% | +18.9% | -7.1% | +6.8% |
| 3Y | +23.5% | +215.9% | -192.4% | -0.5% |
| 5Y | +87.5% | -31.2% | +118.7% | +83.1% |
| All | +145.9% | -47.7% | +193.6% | +156.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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