+209.8%
MGY vs MDY
+135.7%
+74.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.7% |
| 7D | +1.8% | -2.5% | +4.3% | +4.6% |
| 30D | +6.5% | -5.0% | +11.5% | +12.5% |
| 3M | +0.3% | +0.5% | -0.1% | -1.1% |
| 6M | -2.4% | +8.0% | -10.4% | -12.9% |
| YTD | +29.0% | +12.2% | +16.8% | +9.7% |
| 1Y | +17.0% | +14.0% | +3.1% | -2.6% |
| 3Y | +26.2% | +48.2% | -22.0% | -23.3% |
| 5Y | +92.3% | +46.1% | +46.3% | +18.6% |
| All | +209.8% | +135.7% | +74.2% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling