+164.8%
MGY vs DOC
+3.0%
+161.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.7% | -0.1% | +0.4% |
| 7D | -10.7% | +6.5% | -17.1% | -13.1% |
| 30D | -2.7% | +9.2% | -11.9% | -6.5% |
| 3M | -3.7% | -2.5% | -1.2% | -3.3% |
| 6M | -16.3% | +7.1% | -23.4% | -19.8% |
| YTD | +10.2% | +33.0% | -22.8% | -6.4% |
| 1Y | +13.5% | +23.3% | -9.8% | -0.1% |
| 3Y | +14.6% | +44.9% | -30.3% | -9.0% |
| 5Y | +27.3% | -21.6% | +48.9% | +36.1% |
| All | +164.8% | +3.0% | +161.7% | +155.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling