+89.0%
MGY vs EXEL
+180.6%
-91.6%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.3% | +2.5% | +0.4% |
| 7D | +3.5% | -4.9% | +8.4% | +4.1% |
| 30D | +5.3% | +11.4% | -6.1% | +4.1% |
| 3M | +2.6% | +4.9% | -2.3% | +1.8% |
| 6M | -3.3% | +34.4% | -37.7% | -7.5% |
| YTD | +29.2% | +28.0% | +1.2% | +24.2% |
| 1Y | +18.0% | +43.6% | -25.6% | +10.9% |
| 3Y | +30.0% | +155.2% | -125.2% | +6.5% |
| All | +89.0% | +180.6% | -91.6% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling