+9.5%
MGY vs MDY
+17.5%
-8.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.6% | -5.8% | -5.0% |
| 7D | -12.1% | +1.7% | -13.8% | -11.5% |
| 30D | -2.6% | +1.2% | -3.8% | -2.1% |
| 3M | -4.2% | -3.5% | -0.8% | -5.2% |
| 6M | -23.9% | +3.5% | -27.4% | -23.2% |
| YTD | +8.8% | +13.6% | -4.8% | +7.6% |
| 1Y | +9.5% | +17.1% | -7.6% | +5.9% |
| All | +9.5% | +17.5% | -8.0% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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