+92.1%
MGY vs P
+274.2%
-182.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.0% | +5.4% | +1.8% |
| 7D | +1.5% | +5.0% | -3.5% | +0.9% |
| 30D | +6.8% | -0.9% | +7.8% | +6.6% |
| 3M | +2.6% | +38.7% | -36.1% | -2.2% |
| 6M | -3.1% | +54.4% | -57.5% | -9.8% |
| YTD | +29.4% | +44.8% | -15.4% | +20.8% |
| 1Y | +22.3% | +22.5% | -0.2% | +15.0% |
| 3Y | +26.6% | +148.2% | -121.7% | -1.1% |
| 5Y | +92.1% | +268.9% | -176.8% | +41.8% |
| All | +92.1% | +274.2% | -182.1% | +41.8% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 5y: compounded portfolio wealth divided by compounded P 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…
5y analysis · Full analysis span regression · 6 months rolling