+92.3%
MGY vs M
+13.6%
+78.7%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.7% | +4.4% | +0.6% |
| 7D | +1.8% | -8.8% | +10.6% | +3.5% |
| 30D | +6.5% | -16.4% | +22.9% | +10.0% |
| 3M | +0.3% | -10.8% | +11.1% | +1.9% |
| 6M | -2.4% | +16.1% | -18.5% | -6.6% |
| YTD | +29.0% | -5.3% | +34.2% | +28.2% |
| 1Y | +17.0% | +24.9% | -7.8% | +8.9% |
| 3Y | +26.2% | +97.5% | -71.4% | -1.0% |
| 5Y | +92.3% | +20.4% | +71.9% | +62.6% |
| All | +92.3% | +13.6% | +78.7% | +62.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling