+206.7%
MGY vs EL
+18.5%
+188.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.1% | +4.4% | +2.9% |
| 7D | -0.9% | +1.7% | -2.6% | -1.4% |
| 30D | +10.1% | +15.5% | -5.4% | +5.2% |
| 3M | -1.5% | +20.6% | -22.0% | -7.5% |
| 6M | -4.9% | +10.5% | -15.4% | -9.7% |
| YTD | +27.7% | -1.9% | +29.6% | +24.0% |
| 1Y | +20.1% | +16.1% | +4.0% | +9.3% |
| 3Y | +24.9% | -30.2% | +55.1% | +26.4% |
| 5Y | +91.6% | -67.4% | +159.0% | +165.2% |
| All | +206.7% | +18.5% | +188.2% | +176.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling