+210.4%
MGY vs PTC
+129.6%
+80.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | -0.4% |
| 7D | +3.5% | -7.3% | +10.8% | +6.4% |
| 30D | +5.3% | -11.6% | +16.9% | +9.9% |
| 3M | +2.6% | +10.5% | -7.8% | -2.6% |
| 6M | -3.3% | -17.8% | +14.5% | +2.4% |
| YTD | +29.2% | -24.9% | +54.1% | +41.2% |
| 1Y | +18.0% | -36.8% | +54.9% | +38.4% |
| 3Y | +30.0% | -8.7% | +38.7% | +26.7% |
| 5Y | +92.7% | +4.1% | +88.6% | +73.1% |
| All | +210.4% | +129.6% | +80.8% | +110.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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