+210.8%
MGY vs MTB
+91.4%
+119.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.5% |
| 7D | +1.5% | +1.1% | +0.4% | +0.8% |
| 30D | +6.8% | -4.6% | +11.5% | +9.6% |
| 3M | +2.6% | +6.3% | -3.7% | -1.7% |
| 6M | -3.1% | +15.6% | -18.7% | -12.5% |
| YTD | +29.4% | +20.6% | +8.9% | +13.4% |
| 1Y | +22.3% | +22.5% | -0.2% | +5.7% |
| 3Y | +26.6% | +114.4% | -87.9% | -24.3% |
| 5Y | +92.1% | +101.9% | -9.8% | +11.0% |
| All | +210.8% | +91.4% | +119.4% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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