+9.5%
MGY vs ED
+27.1%
-17.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +3.0% | -8.2% | -5.5% |
| 7D | -12.1% | +5.4% | -17.5% | -12.8% |
| 30D | -2.6% | +16.4% | -19.0% | -5.4% |
| 3M | -4.2% | +11.9% | -16.1% | -6.2% |
| 6M | -23.9% | +11.6% | -35.5% | -24.9% |
| YTD | +8.8% | +24.1% | -15.3% | +5.0% |
| 1Y | +9.5% | +26.9% | -17.4% | +5.8% |
| All | +9.5% | +27.1% | -17.6% | +5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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