+11.8%
MGY vs FND
-36.4%
+48.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.7% | -3.2% | -1.3% |
| 7D | +2.1% | -5.2% | +7.3% | +1.4% |
| 30D | +13.8% | -19.9% | +33.7% | +10.6% |
| 3M | -4.3% | +2.7% | -7.0% | -3.7% |
| 6M | -5.1% | -21.7% | +16.6% | -2.5% |
| YTD | +24.8% | -17.5% | +42.3% | +26.8% |
| 1Y | +11.8% | -39.3% | +51.1% | +10.4% |
| All | +11.8% | -36.4% | +48.2% | +10.4% |
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