+210.4%
MGY vs EL
+13.1%
+197.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | 0.0% |
| 7D | +3.5% | -6.5% | +10.0% | +5.4% |
| 30D | +5.3% | +11.1% | -5.9% | +1.6% |
| 3M | +2.6% | +10.7% | -8.1% | -1.3% |
| 6M | -3.3% | +6.9% | -10.2% | -7.4% |
| YTD | +29.2% | -6.3% | +35.5% | +27.0% |
| 1Y | +18.0% | +13.5% | +4.6% | +7.9% |
| 3Y | +30.0% | -33.1% | +63.1% | +32.9% |
| 5Y | +92.7% | -68.8% | +161.4% | +169.5% |
| All | +210.4% | +13.1% | +197.3% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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