+172.4%
MGY vs EXPD
+286.1%
-113.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | +3.5% | +3.6% | -0.1% | +1.9% |
| 30D | -3.0% | +0.3% | -3.3% | -3.3% |
| 3M | -7.6% | +6.1% | -13.7% | -10.3% |
| 6M | -14.4% | +27.4% | -41.7% | -23.6% |
| YTD | +13.4% | +32.0% | -18.6% | -2.1% |
| 1Y | +9.2% | +40.5% | -31.4% | -8.7% |
| 3Y | +22.6% | +75.7% | -53.1% | -10.6% |
| 5Y | +33.6% | +61.7% | -28.1% | -0.6% |
| All | +172.4% | +286.1% | -113.7% | +43.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling