+210.8%
MGY vs DD
+36.2%
+174.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +2.7% |
| 7D | +1.5% | -3.8% | +5.3% | +3.6% |
| 30D | +6.8% | -9.2% | +16.1% | +12.3% |
| 3M | +2.6% | -9.0% | +11.6% | +6.7% |
| 6M | -3.1% | -5.0% | +1.8% | -3.6% |
| YTD | +29.4% | +7.4% | +22.0% | +18.7% |
| 1Y | +22.3% | +35.1% | -12.8% | -3.5% |
| 3Y | +26.6% | +43.2% | -16.7% | -7.2% |
| 5Y | +92.1% | +59.6% | +32.5% | +27.8% |
| All | +210.8% | +36.2% | +174.6% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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