+199.8%
MGY vs MLM
+143.2%
+56.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.1% | -2.7% | -2.1% |
| 7D | +2.1% | -2.9% | +5.0% | +3.5% |
| 30D | +13.8% | -6.8% | +20.6% | +17.6% |
| 3M | -4.3% | -11.2% | +7.0% | +0.1% |
| 6M | -5.1% | -21.8% | +16.8% | +5.0% |
| YTD | +24.8% | -17.0% | +41.8% | +32.6% |
| 1Y | +11.8% | -16.4% | +28.2% | +17.7% |
| 3Y | +23.5% | +14.5% | +9.0% | +5.2% |
| 5Y | +87.5% | +41.7% | +45.7% | +34.4% |
| All | +199.8% | +143.2% | +56.6% | +43.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling