+11.8%
MGY vs DLTR
+29.2%
-17.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | +2.1% | +2.5% | -0.4% | +2.2% |
| 30D | +13.8% | +2.1% | +11.7% | +14.0% |
| 3M | -4.3% | +20.3% | -24.5% | -3.1% |
| 6M | -5.1% | +11.5% | -16.6% | -2.9% |
| YTD | +24.8% | +6.8% | +18.0% | +26.9% |
| 1Y | +11.8% | +31.1% | -19.3% | +7.9% |
| All | +11.8% | +29.2% | -17.4% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 1y: compounded portfolio wealth divided by compounded DLTR 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…
1y analysis · Full analysis span regression · 6 months rolling