+26.4%
MGY vs DECK
+25.8%
+0.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.5% | +2.2% | +0.8% |
| 7D | -10.3% | +6.0% | -16.3% | -11.1% |
| 30D | -1.8% | +7.4% | -9.2% | -2.9% |
| 3M | -0.1% | -11.7% | +11.5% | +1.3% |
| 6M | -22.8% | -11.0% | -11.8% | -22.3% |
| YTD | +9.5% | -15.4% | +24.9% | +10.1% |
| 1Y | +12.6% | +7.2% | +5.3% | +7.8% |
| 3Y | +10.7% | -11.8% | +22.5% | +4.5% |
| 5Y | +26.4% | +24.3% | +2.1% | +18.6% |
| All | +26.4% | +25.8% | +0.7% | +18.6% |
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