+147.9%
MGY vs PL
+41.8%
+106.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.7% | +1.8% |
| 7D | +3.5% | +22.3% | -18.7% | +1.8% |
| 30D | -3.0% | -8.3% | +5.3% | -2.6% |
| 3M | -7.6% | -43.3% | +35.7% | -4.0% |
| 6M | -14.4% | -65.8% | +51.5% | -8.2% |
| YTD | +13.4% | -29.5% | +42.9% | +11.6% |
| 1Y | +9.2% | +11.7% | -2.6% | +1.7% |
| 3Y | +22.6% | +540.6% | -518.0% | -15.4% |
| 5Y | +33.6% | +32.9% | +0.8% | +6.7% |
| All | +147.9% | +41.8% | +106.0% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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