+210.8%
MGY vs EXEL
+142.6%
+68.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.1% |
| 7D | +1.5% | -0.3% | +1.8% | +1.6% |
| 30D | +6.8% | +10.1% | -3.3% | +4.6% |
| 3M | +2.6% | +10.1% | -7.5% | -0.1% |
| 6M | -3.1% | +37.7% | -40.8% | -10.9% |
| YTD | +29.4% | +33.1% | -3.7% | +19.5% |
| 1Y | +22.3% | +52.4% | -30.1% | +8.5% |
| 3Y | +26.6% | +163.8% | -137.3% | -6.1% |
| 5Y | +92.1% | +198.5% | -106.4% | +34.2% |
| All | +210.8% | +142.6% | +68.2% | +108.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling