+210.4%
MGY vs DRI
+197.9%
+12.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -1.0% | -0.3% |
| 7D | +3.5% | -3.2% | +6.8% | +5.1% |
| 30D | +5.3% | -7.8% | +13.1% | +9.0% |
| 3M | +2.6% | +0.4% | +2.3% | +1.9% |
| 6M | -3.3% | +4.8% | -8.1% | -6.9% |
| YTD | +29.2% | +16.7% | +12.5% | +17.3% |
| 1Y | +18.0% | +1.5% | +16.6% | +14.0% |
| 3Y | +30.0% | +56.3% | -26.2% | -1.1% |
| 5Y | +92.7% | +66.4% | +26.3% | +37.5% |
| All | +210.4% | +197.9% | +12.5% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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