+199.8%
MGY vs P
+657.3%
-457.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.8% |
| 7D | +2.1% | +6.5% | -4.4% | +0.6% |
| 30D | +13.8% | +18.8% | -5.0% | +8.8% |
| 3M | -4.3% | +26.7% | -31.0% | -10.7% |
| 6M | -5.1% | +62.2% | -67.2% | -17.8% |
| YTD | +24.8% | +48.5% | -23.7% | +9.2% |
| 1Y | +11.8% | +26.4% | -14.6% | -1.0% |
| 3Y | +23.5% | +159.4% | -135.9% | -18.7% |
| 5Y | +87.5% | +275.8% | -188.3% | +3.6% |
| All | +199.8% | +657.3% | -457.5% | +30.4% |
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