+24.9%
MGY vs MLM
+19.3%
+5.6%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.9% | +2.4% |
| 7D | -0.9% | +1.4% | -2.3% | -1.1% |
| 30D | +10.1% | -6.5% | +16.6% | +11.2% |
| 3M | -1.5% | -7.4% | +6.0% | -0.8% |
| 6M | -4.9% | -15.8% | +10.9% | -2.3% |
| YTD | +27.7% | -17.4% | +45.1% | +31.1% |
| 1Y | +20.1% | -17.9% | +38.0% | +23.2% |
| 3Y | +24.9% | +18.9% | +6.0% | +19.3% |
| All | +24.9% | +19.3% | +5.6% | +19.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling