+23.6%
MGY vs PTC
+29.1%
-5.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | +4.5% | +0.5% | +4.0% | +4.4% |
| 30D | -0.4% | +1.2% | -1.6% | -0.6% |
| 3M | -4.3% | +27.4% | -31.7% | -8.5% |
| 6M | -12.9% | +39.2% | -52.0% | -18.5% |
| YTD | +15.2% | +12.5% | +2.7% | +15.2% |
| 1Y | +10.3% | +12.3% | -1.9% | +10.4% |
| 3Y | +23.6% | +28.8% | -5.2% | -4.0% |
| All | +23.6% | +29.1% | -5.5% | -4.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling