+30.0%
MGY vs FND
-50.3%
+80.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | +0.1% |
| 7D | +3.5% | -5.8% | +9.3% | +4.1% |
| 30D | +5.3% | -20.2% | +25.5% | +7.4% |
| 3M | +2.6% | -12.0% | +14.6% | +3.1% |
| 6M | -3.3% | -18.5% | +15.2% | -1.7% |
| YTD | +29.2% | -22.3% | +51.5% | +31.6% |
| 1Y | +18.0% | -47.6% | +65.7% | +31.1% |
| 3Y | +30.0% | -49.8% | +79.8% | +33.4% |
| All | +30.0% | -50.3% | +80.3% | +33.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling