+210.4%
MGY vs EXEL
+133.4%
+76.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.7% |
| 7D | +3.5% | -4.9% | +8.4% | +4.6% |
| 30D | +5.3% | +11.4% | -6.1% | +2.8% |
| 3M | +2.6% | +4.9% | -2.3% | +1.0% |
| 6M | -3.3% | +34.4% | -37.7% | -10.6% |
| YTD | +29.2% | +28.0% | +1.2% | +20.3% |
| 1Y | +18.0% | +43.6% | -25.6% | +6.1% |
| 3Y | +30.0% | +155.2% | -125.2% | -2.9% |
| 5Y | +92.7% | +181.2% | -88.5% | +36.5% |
| All | +210.4% | +133.4% | +76.9% | +110.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling