+23.6%
MGY vs D
+73.4%
-49.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | +4.5% | -1.4% | +5.9% | +4.8% |
| 30D | -0.4% | +7.7% | -8.2% | -2.1% |
| 3M | -4.3% | -0.3% | -4.1% | -4.4% |
| 6M | -12.9% | +10.1% | -22.9% | -14.8% |
| YTD | +15.2% | +19.1% | -3.9% | +10.3% |
| 1Y | +10.3% | +15.9% | -5.6% | +6.2% |
| 3Y | +23.6% | +75.0% | -51.4% | +2.7% |
| All | +23.6% | +73.4% | -49.7% | +2.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling