+210.4%
MGY vs M
+39.9%
+170.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.7% | -7.5% | -2.0% |
| 7D | +3.5% | -4.2% | +7.8% | +4.6% |
| 30D | +5.3% | -7.2% | +12.5% | +7.2% |
| 3M | +2.6% | -11.1% | +13.8% | +5.2% |
| 6M | -3.3% | +28.8% | -32.1% | -11.9% |
| YTD | +29.2% | +2.0% | +27.2% | +25.1% |
| 1Y | +18.0% | +31.3% | -13.2% | +5.2% |
| 3Y | +30.0% | +119.1% | -89.1% | -9.3% |
| 5Y | +92.7% | +29.7% | +63.0% | +43.8% |
| All | +210.4% | +39.9% | +170.5% | +74.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling