+210.4%
MGY vs INDA
+67.8%
+142.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.8% | -0.4% |
| 7D | +3.5% | -2.7% | +6.2% | +5.3% |
| 30D | +5.3% | -2.8% | +8.0% | +7.1% |
| 3M | +2.6% | +1.6% | +1.0% | +1.1% |
| 6M | -3.3% | -1.4% | -1.9% | -4.0% |
| YTD | +29.2% | -10.1% | +39.4% | +36.3% |
| 1Y | +18.0% | -8.8% | +26.8% | +23.0% |
| 3Y | +30.0% | +7.6% | +22.4% | +18.7% |
| 5Y | +92.7% | +5.8% | +86.9% | +77.4% |
| All | +210.4% | +67.8% | +142.6% | +107.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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