+112.4%
MGY vs PCOR
-9.0%
+121.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +1.5% | -5.7% | -4.5% |
| 7D | -9.5% | +22.2% | -31.7% | -12.8% |
| 30D | -5.9% | +36.0% | -42.0% | -11.1% |
| 3M | -9.0% | +34.0% | -43.0% | -14.1% |
| 6M | -17.4% | +43.5% | -60.9% | -23.6% |
| YTD | +5.6% | +5.1% | +0.5% | +2.8% |
| 1Y | +6.0% | -3.9% | +9.9% | +5.2% |
| 3Y | +15.6% | +52.9% | -37.3% | +2.6% |
| 5Y | +20.2% | -18.7% | +38.9% | +12.4% |
| All | +112.4% | -9.0% | +121.3% | +98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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