+172.8%
MGY vs PL
+84.9%
+87.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.3% | -1.4% |
| 7D | +2.1% | -9.3% | +11.4% | +2.8% |
| 30D | +13.8% | -18.9% | +32.7% | +15.6% |
| 3M | -4.3% | -58.4% | +54.1% | +1.9% |
| 6M | -5.1% | -30.3% | +25.2% | -5.0% |
| YTD | +24.8% | -8.1% | +32.9% | +20.9% |
| 1Y | +11.8% | +180.5% | -168.7% | -5.9% |
| 3Y | +23.5% | +444.1% | -420.6% | -11.3% |
| 5Y | +87.5% | +83.0% | +4.5% | +46.7% |
| All | +172.8% | +84.9% | +87.9% | +114.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling