+210.4%
MGY vs OMC
+30.1%
+180.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.7% | +0.5% |
| 7D | +3.5% | -4.4% | +7.9% | +5.8% |
| 30D | +5.3% | -7.6% | +12.9% | +9.1% |
| 3M | +2.6% | +4.5% | -1.9% | -1.8% |
| 6M | -3.3% | -0.3% | -3.0% | -5.8% |
| YTD | +29.2% | -0.1% | +29.3% | +23.5% |
| 1Y | +18.0% | +4.6% | +13.4% | +8.6% |
| 3Y | +30.0% | +10.5% | +19.5% | +11.6% |
| 5Y | +92.7% | +31.7% | +61.0% | +38.8% |
| All | +210.4% | +30.1% | +180.3% | +103.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling