+210.4%
MGY vs ED
+82.4%
+128.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.4% | +0.2% |
| 7D | +3.5% | -0.8% | +4.3% | +3.6% |
| 30D | +5.3% | -0.4% | +5.7% | +5.3% |
| 3M | +2.6% | +0.5% | +2.2% | +2.6% |
| 6M | -3.3% | -3.1% | -0.1% | -3.0% |
| YTD | +29.2% | +9.8% | +19.4% | +28.0% |
| 1Y | +18.0% | +12.6% | +5.5% | +16.6% |
| 3Y | +30.0% | +31.4% | -1.4% | +25.1% |
| 5Y | +92.7% | +69.4% | +23.3% | +81.9% |
| All | +210.4% | +82.4% | +128.0% | +193.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling