+210.4%
MGY vs EME
+1,122.8%
-912.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.3% | -4.1% | -1.9% |
| 7D | +3.5% | +3.5% | 0.0% | +1.7% |
| 30D | +5.3% | -6.3% | +11.6% | +8.3% |
| 3M | +2.6% | -3.8% | +6.4% | +2.1% |
| 6M | -3.3% | +8.5% | -11.8% | -11.7% |
| YTD | +29.2% | +27.8% | +1.4% | +6.3% |
| 1Y | +18.0% | +22.2% | -4.2% | -3.3% |
| 3Y | +30.0% | +253.5% | -223.5% | -51.6% |
| 5Y | +92.7% | +578.6% | -486.0% | -57.2% |
| All | +210.4% | +1,122.8% | -912.4% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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