+164.8%
MGY vs MLM
+144.8%
+20.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.8% | +2.5% | +1.6% |
| 7D | -10.7% | -4.1% | -6.6% | -9.1% |
| 30D | -2.7% | +8.2% | -10.9% | -7.1% |
| 3M | -3.7% | -3.6% | -0.1% | -2.9% |
| 6M | -16.3% | -15.6% | -0.7% | -11.0% |
| YTD | +10.2% | -16.4% | +26.6% | +15.8% |
| 1Y | +13.5% | -14.3% | +27.8% | +17.4% |
| 3Y | +14.6% | +19.3% | -4.7% | -4.7% |
| 5Y | +27.3% | +29.6% | -2.3% | -3.3% |
| All | +164.8% | +144.8% | +20.0% | +25.1% |
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