+89.0%
MGY vs EL
-69.0%
+158.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +3.5% | -6.5% | +10.0% | +4.6% |
| 30D | +5.3% | +11.1% | -5.9% | +3.2% |
| 3M | +2.6% | +10.7% | -8.1% | +0.5% |
| 6M | -3.3% | +6.9% | -10.2% | -5.3% |
| YTD | +29.2% | -6.3% | +35.5% | +28.6% |
| 1Y | +18.0% | +13.5% | +4.6% | +12.2% |
| 3Y | +30.0% | -33.1% | +63.1% | +30.7% |
| All | +89.0% | -69.0% | +158.0% | +137.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling