-3.1%
MGY vs EAT
+61.1%
-64.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.2% | +4.6% | +1.0% |
| 7D | +1.5% | -6.8% | +8.3% | +0.9% |
| 30D | +6.8% | -5.4% | +12.2% | +6.4% |
| 3M | +2.6% | +42.8% | -40.1% | +7.7% |
| 6M | -3.1% | +56.5% | -59.6% | +0.1% |
| All | -3.1% | +61.1% | -64.2% | +0.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 6mo: compounded portfolio wealth divided by compounded EAT 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…
6mo analysis · Full analysis span regression · 6 months rolling