+209.8%
MGY vs IBB
+96.3%
+113.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | +0.4% |
| 7D | +1.8% | -5.2% | +7.0% | +4.7% |
| 30D | +6.5% | +1.5% | +5.0% | +5.3% |
| 3M | +0.3% | +22.1% | -21.8% | -10.7% |
| 6M | -2.4% | +17.7% | -20.1% | -12.2% |
| YTD | +29.0% | +20.2% | +8.8% | +14.1% |
| 1Y | +17.0% | +44.4% | -27.4% | -7.5% |
| 3Y | +26.2% | +61.1% | -34.9% | -8.2% |
| 5Y | +92.3% | +18.5% | +73.8% | +67.5% |
| All | +209.8% | +96.3% | +113.5% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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