+199.8%
MGY vs M
+46.1%
+153.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -2.2% |
| 7D | +2.1% | +4.7% | -2.6% | +0.7% |
| 30D | +13.8% | -9.6% | +23.4% | +16.9% |
| 3M | -4.3% | +0.9% | -5.1% | -5.4% |
| 6M | -5.1% | +22.3% | -27.3% | -12.0% |
| YTD | +24.8% | +6.5% | +18.3% | +19.6% |
| 1Y | +11.8% | +38.8% | -27.0% | -1.8% |
| 3Y | +23.5% | +115.9% | -92.4% | -13.0% |
| 5Y | +87.5% | +28.6% | +58.9% | +41.0% |
| All | +199.8% | +46.1% | +153.7% | +67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling