+210.4%
MGY vs DGX
+153.6%
+56.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.5% | -0.3% |
| 7D | +3.5% | -0.9% | +4.4% | +3.8% |
| 30D | +5.3% | -1.2% | +6.4% | +5.6% |
| 3M | +2.6% | +15.8% | -13.1% | -1.8% |
| 6M | -3.3% | +18.2% | -21.5% | -8.3% |
| YTD | +29.2% | +37.2% | -8.0% | +16.6% |
| 1Y | +18.0% | +30.4% | -12.3% | +8.1% |
| 3Y | +30.0% | +96.7% | -66.7% | +2.5% |
| 5Y | +92.7% | +67.2% | +25.5% | +57.5% |
| All | +210.4% | +153.6% | +56.8% | +87.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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