+34.2%
MGY vs DECK
+20.9%
+13.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +1.2% |
| 7D | +4.5% | +0.1% | +4.4% | +4.4% |
| 30D | -0.4% | +4.8% | -5.2% | -1.3% |
| 3M | -4.3% | -6.9% | +2.6% | -3.7% |
| 6M | -12.9% | -7.6% | -5.3% | -12.8% |
| YTD | +15.2% | -16.3% | +31.4% | +15.8% |
| 1Y | +10.3% | +4.5% | +5.9% | +6.0% |
| 3Y | +23.6% | -17.1% | +40.7% | +18.1% |
| All | +34.2% | +20.9% | +13.4% | +31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 5y: compounded portfolio wealth divided by compounded DECK 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…
5y analysis · Full analysis span regression · 6 months rolling