+15.6%
MGY vs PL
+544.4%
-528.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +14.5% | -18.7% | -4.9% |
| 7D | -9.5% | +10.9% | -20.4% | -10.0% |
| 30D | -5.9% | -16.4% | +10.4% | -5.3% |
| 3M | -9.0% | -39.9% | +31.0% | -6.9% |
| 6M | -17.4% | -63.2% | +45.8% | -13.7% |
| YTD | +5.6% | -27.1% | +32.7% | +3.6% |
| 1Y | +6.0% | +12.2% | -6.2% | 0.0% |
| 3Y | +15.6% | +584.3% | -568.7% | -18.8% |
| All | +15.6% | +544.4% | -528.8% | -18.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling