+199.8%
MGY vs DECK
+658.4%
-458.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.6% | -3.1% | -1.9% |
| 7D | +2.1% | -2.2% | +4.3% | +2.6% |
| 30D | +13.8% | -13.6% | +27.4% | +17.8% |
| 3M | -4.3% | -21.2% | +17.0% | +1.0% |
| 6M | -5.1% | -21.1% | +16.0% | -1.1% |
| YTD | +24.8% | -17.2% | +42.0% | +27.1% |
| 1Y | +11.8% | -30.7% | +42.6% | +19.0% |
| 3Y | +23.5% | -3.4% | +26.9% | +8.4% |
| 5Y | +87.5% | +25.5% | +61.9% | +44.4% |
| All | +199.8% | +658.4% | -458.6% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling