+22.3%
MGY vs MLM
-18.7%
+41.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.0% |
| 7D | +1.5% | -2.7% | +4.2% | +0.9% |
| 30D | +6.8% | -8.3% | +15.2% | +5.0% |
| 3M | +2.6% | -12.0% | +14.6% | +0.9% |
| 6M | -3.1% | -17.6% | +14.5% | -4.2% |
| YTD | +29.4% | -18.9% | +48.3% | +26.9% |
| 1Y | +22.3% | -17.6% | +40.0% | +20.4% |
| All | +22.3% | -18.7% | +41.0% | +20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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