+159.0%
MGY vs EXPD
+273.3%
-114.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | -6.1% | -7.4% | +1.3% | -3.0% |
| 30D | -3.9% | -2.1% | -1.8% | -3.3% |
| 3M | -11.0% | +5.7% | -16.7% | -13.5% |
| 6M | -15.6% | +21.4% | -37.0% | -23.2% |
| YTD | +7.8% | +27.6% | -19.8% | -5.6% |
| 1Y | +5.8% | +36.1% | -30.3% | -10.3% |
| 3Y | +16.5% | +69.9% | -53.3% | -13.8% |
| 5Y | +28.5% | +59.7% | -31.2% | -4.3% |
| All | +159.0% | +273.3% | -114.3% | +38.4% |
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