+176.7%
MGY vs EXPD
+284.4%
-107.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.8% |
| 7D | +4.5% | +5.5% | -1.0% | +2.1% |
| 30D | -0.4% | -0.8% | +0.4% | -0.3% |
| 3M | -4.3% | +4.1% | -8.5% | -6.3% |
| 6M | -12.9% | +25.7% | -38.5% | -21.8% |
| YTD | +15.2% | +31.4% | -16.2% | -0.3% |
| 1Y | +10.3% | +42.2% | -31.8% | -8.2% |
| 3Y | +23.6% | +77.2% | -53.6% | -10.2% |
| 5Y | +35.7% | +61.0% | -25.3% | +1.1% |
| All | +176.7% | +284.4% | -107.7% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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