+159.0%
MGY vs MLM
+149.5%
+9.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.5% | +2.7% | +2.4% |
| 7D | -6.1% | -2.9% | -3.2% | -5.0% |
| 30D | -3.9% | +10.4% | -14.3% | -9.3% |
| 3M | -11.0% | -3.7% | -7.3% | -10.2% |
| 6M | -15.6% | -10.3% | -5.4% | -13.3% |
| YTD | +7.8% | -14.8% | +22.6% | +12.1% |
| 1Y | +5.8% | -13.9% | +19.7% | +9.2% |
| 3Y | +16.5% | +18.4% | -1.8% | -2.5% |
| 5Y | +28.5% | +31.8% | -3.4% | -3.3% |
| All | +159.0% | +149.5% | +9.5% | +21.1% |
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