+30.0%
MGY vs MDY
+48.5%
-18.4%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.4% |
| 7D | +3.5% | -1.9% | +5.4% | +5.0% |
| 30D | +5.3% | -4.6% | +9.9% | +9.0% |
| 3M | +2.6% | -1.2% | +3.9% | +3.0% |
| 6M | -3.3% | +9.2% | -12.5% | -12.4% |
| YTD | +29.2% | +13.1% | +16.2% | +12.6% |
| 1Y | +18.0% | +13.0% | +5.0% | +2.7% |
| 3Y | +30.0% | +49.2% | -19.2% | -11.8% |
| All | +30.0% | +48.5% | -18.4% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling