+176.7%
MGY vs P
+721.8%
-545.2%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.9% | +3.5% | +2.0% |
| 7D | +4.5% | +11.6% | -7.1% | +2.0% |
| 30D | -0.4% | -23.7% | +23.3% | +4.5% |
| 3M | -4.3% | -8.0% | +3.6% | -4.5% |
| 6M | -12.9% | +27.9% | -40.8% | -20.8% |
| YTD | +15.2% | +61.2% | -46.0% | -2.6% |
| 1Y | +10.3% | +28.6% | -18.3% | -3.5% |
| 3Y | +23.6% | +200.5% | -176.8% | -22.7% |
| 5Y | +35.7% | +282.9% | -247.2% | -25.8% |
| All | +176.7% | +721.8% | -545.2% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling