+209.8%
MGY vs D
+27.3%
+182.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.8% | -1.6% | +3.4% | +2.2% |
| 30D | +6.5% | -3.5% | +10.0% | +7.3% |
| 3M | +0.3% | -1.6% | +1.9% | +0.7% |
| 6M | -2.4% | +5.8% | -8.2% | -3.9% |
| YTD | +29.0% | +14.5% | +14.5% | +24.8% |
| 1Y | +17.0% | +14.2% | +2.9% | +13.1% |
| 3Y | +26.2% | +59.0% | -32.9% | +11.8% |
| 5Y | +92.3% | +5.4% | +86.9% | +86.0% |
| All | +209.8% | +27.3% | +182.6% | +200.4% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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