+210.8%
MGY vs DG
+97.6%
+113.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.6% | +3.9% | +1.5% |
| 7D | +1.5% | -4.8% | +6.3% | +1.8% |
| 30D | +6.8% | +1.8% | +5.1% | +6.7% |
| 3M | +2.6% | +14.5% | -11.9% | +1.7% |
| 6M | -3.1% | -13.6% | +10.4% | -2.3% |
| YTD | +29.4% | -4.8% | +34.3% | +29.5% |
| 1Y | +22.3% | +21.6% | +0.7% | +20.1% |
| 3Y | +26.6% | +4.5% | +22.1% | +24.2% |
| 5Y | +92.1% | -38.5% | +130.6% | +100.9% |
| All | +210.8% | +97.6% | +113.3% | +185.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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