+9.5%
MGY vs FND
-10.3%
+19.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +10.9% | -16.2% | -3.0% |
| 7D | -12.1% | +12.3% | -24.4% | -9.7% |
| 30D | -2.6% | +14.7% | -17.4% | +0.5% |
| 3M | -4.2% | -12.0% | +7.8% | -5.1% |
| 6M | -23.9% | +10.8% | -34.7% | -21.5% |
| YTD | +8.8% | -12.3% | +21.1% | +11.7% |
| 1Y | +9.5% | -13.4% | +22.9% | +12.5% |
| All | +9.5% | -10.3% | +19.7% | +12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 1y: compounded portfolio wealth divided by compounded FND 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…
1y analysis · Full analysis span regression · 6 months rolling