+210.4%
MGY vs ET
+169.9%
+40.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.8% |
| 7D | +3.5% | +0.2% | +3.3% | +3.3% |
| 30D | +5.3% | +2.9% | +2.4% | +2.8% |
| 3M | +2.6% | +16.8% | -14.1% | -9.3% |
| 6M | -3.3% | +18.9% | -22.2% | -15.6% |
| YTD | +29.2% | +37.7% | -8.5% | +0.4% |
| 1Y | +18.0% | +32.4% | -14.4% | -5.5% |
| 3Y | +30.0% | +99.5% | -69.5% | -25.3% |
| 5Y | +92.7% | +244.0% | -151.3% | -26.1% |
| All | +210.4% | +169.9% | +40.4% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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