+210.4%
MGY vs HUBB
+390.5%
-180.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.7% |
| 7D | +3.5% | -0.1% | +3.6% | +3.5% |
| 30D | +5.3% | -10.0% | +15.2% | +10.9% |
| 3M | +2.6% | -1.6% | +4.2% | +1.6% |
| 6M | -3.3% | -3.1% | -0.2% | -5.0% |
| YTD | +29.2% | +4.6% | +24.6% | +20.4% |
| 1Y | +18.0% | +3.3% | +14.7% | +9.8% |
| 3Y | +30.0% | +46.6% | -16.6% | -7.3% |
| 5Y | +92.7% | +158.7% | -66.0% | -12.7% |
| All | +210.4% | +390.5% | -180.1% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB 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 10y: compounded portfolio wealth divided by compounded HUBB 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…
10y analysis · Full analysis span regression · 6 months rolling