+210.8%
MGY vs ELF
+265.0%
-54.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.1% | +5.4% | +2.0% |
| 7D | +1.5% | -6.8% | +8.3% | +2.5% |
| 30D | +6.8% | +5.1% | +1.8% | +5.8% |
| 3M | +2.6% | +79.8% | -77.2% | -7.4% |
| 6M | -3.1% | +29.7% | -32.8% | -8.6% |
| YTD | +29.4% | +31.6% | -2.2% | +20.7% |
| 1Y | +22.3% | -27.9% | +50.2% | +24.3% |
| 3Y | +26.6% | -26.4% | +53.0% | +16.7% |
| 5Y | +92.1% | +235.6% | -143.5% | +14.9% |
| All | +210.8% | +265.0% | -54.2% | +46.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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