+210.4%
MGY vs EIX
+7.0%
+203.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.6% |
| 7D | +3.5% | -1.4% | +4.9% | +4.0% |
| 30D | +5.3% | -19.3% | +24.6% | +11.0% |
| 3M | +2.6% | -21.7% | +24.3% | +9.0% |
| 6M | -3.3% | -19.8% | +16.5% | +1.3% |
| YTD | +29.2% | -3.0% | +32.3% | +25.3% |
| 1Y | +18.0% | +5.1% | +12.9% | +10.6% |
| 3Y | +30.0% | -7.0% | +37.0% | +24.0% |
| 5Y | +92.7% | +22.0% | +70.6% | +62.0% |
| All | +210.4% | +7.0% | +203.4% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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