+210.4%
MGY vs EXPD
+280.1%
-69.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.6% | -0.6% |
| 7D | +3.5% | +2.0% | +1.5% | +2.6% |
| 30D | +5.3% | +4.4% | +0.9% | +3.2% |
| 3M | +2.6% | +15.7% | -13.1% | -4.2% |
| 6M | -3.3% | +37.5% | -40.8% | -17.1% |
| YTD | +29.2% | +29.9% | -0.7% | +12.6% |
| 1Y | +18.0% | +57.8% | -39.7% | -7.3% |
| 3Y | +30.0% | +71.6% | -41.6% | -4.1% |
| 5Y | +92.7% | +62.2% | +30.4% | +42.5% |
| All | +210.4% | +280.1% | -69.7% | +65.1% |
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