+163.1%
MGY vs DOC
+2.3%
+160.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.9% | +0.7% |
| 7D | -10.3% | +6.2% | -16.5% | -12.6% |
| 30D | -1.8% | +6.5% | -8.2% | -4.6% |
| 3M | -0.1% | -6.2% | +6.1% | +1.8% |
| 6M | -22.8% | +25.6% | -48.4% | -32.1% |
| YTD | +9.5% | +32.1% | -22.6% | -6.7% |
| 1Y | +12.6% | +20.3% | -7.7% | +0.2% |
| 3Y | +10.7% | +42.7% | -32.1% | -11.5% |
| 5Y | +26.4% | -22.2% | +48.6% | +35.6% |
| All | +163.1% | +2.3% | +160.8% | +154.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling