+7.0%
MGY vs MULL
+2,337.2%
-2,330.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.2% |
| 7D | +3.5% | -8.4% | +12.0% | +3.8% |
| 30D | +5.3% | +9.7% | -4.4% | +4.7% |
| 3M | +2.6% | -26.8% | +29.4% | +2.3% |
| 6M | -3.3% | +220.7% | -224.0% | -15.6% |
| YTD | +29.2% | +509.0% | -479.8% | +2.4% |
| 1Y | +18.0% | +1,739.5% | -1,721.5% | -22.5% |
| All | +7.0% | +2,337.2% | -2,330.2% | -41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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