+34.2%
MGY vs IBB
+39.3%
-5.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +4.5% | -0.5% | +5.0% | +4.6% |
| 30D | -0.4% | +4.6% | -5.0% | -2.4% |
| 3M | -4.3% | +6.8% | -11.2% | -7.6% |
| 6M | -12.9% | +23.1% | -36.0% | -21.0% |
| YTD | +15.2% | +26.0% | -10.8% | +2.4% |
| 1Y | +10.3% | +30.4% | -20.0% | -3.7% |
| 3Y | +23.6% | +85.4% | -61.8% | -11.4% |
| All | +34.2% | +39.3% | -5.1% | +6.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling