+210.8%
MGY vs IBB
+99.1%
+111.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.8% |
| 7D | +1.5% | -3.9% | +5.4% | +3.6% |
| 30D | +6.8% | +2.7% | +4.1% | +5.0% |
| 3M | +2.6% | +21.4% | -18.7% | -8.3% |
| 6M | -3.1% | +20.1% | -23.2% | -13.8% |
| YTD | +29.4% | +21.9% | +7.5% | +13.7% |
| 1Y | +22.3% | +44.1% | -21.8% | -3.2% |
| 3Y | +26.6% | +63.4% | -36.8% | -8.6% |
| 5Y | +92.1% | +19.8% | +72.4% | +66.5% |
| All | +210.8% | +99.1% | +111.7% | +89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling