+168.1%
MGY vs EXPD
+284.0%
-115.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.7% | +2.3% |
| 7D | +2.6% | -1.6% | +4.1% | +3.1% |
| 30D | -2.0% | +0.6% | -2.6% | -2.5% |
| 3M | -7.8% | +9.8% | -17.6% | -11.9% |
| 6M | -13.9% | +25.8% | -39.7% | -22.8% |
| YTD | +11.6% | +31.3% | -19.6% | -3.4% |
| 1Y | +6.7% | +40.9% | -34.2% | -10.9% |
| 3Y | +20.6% | +74.7% | -54.1% | -11.8% |
| 5Y | +32.4% | +62.9% | -30.5% | -2.0% |
| All | +168.1% | +284.0% | -115.9% | +41.6% |
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