+209.8%
MGY vs MKC
+25.0%
+184.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | +1.8% | -2.8% | +4.6% | +2.1% |
| 30D | +6.5% | -3.4% | +9.9% | +6.9% |
| 3M | +0.3% | +3.8% | -3.4% | -0.4% |
| 6M | -2.4% | -17.9% | +15.5% | -0.1% |
| YTD | +29.0% | -23.6% | +52.6% | +33.1% |
| 1Y | +17.0% | -23.1% | +40.1% | +20.5% |
| 3Y | +26.2% | -31.5% | +57.7% | +31.1% |
| 5Y | +92.3% | -33.1% | +125.4% | +99.8% |
| All | +209.8% | +25.0% | +184.8% | +212.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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