+11.8%
MGY vs M
+46.1%
-34.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.4% |
| 7D | +2.1% | +4.7% | -2.6% | +2.2% |
| 30D | +13.8% | -9.6% | +23.4% | +13.6% |
| 3M | -4.3% | +0.9% | -5.1% | -4.2% |
| 6M | -5.1% | +22.3% | -27.3% | -4.8% |
| YTD | +24.8% | +6.5% | +18.3% | +26.7% |
| 1Y | +11.8% | +38.8% | -27.0% | +6.6% |
| All | +11.8% | +46.1% | -34.3% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling