+22.9%
MGY vs Q
+78.4%
-55.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.4% | +1.4% |
| 7D | +1.5% | +6.6% | -5.1% | +1.8% |
| 30D | +6.8% | -6.6% | +13.4% | +6.6% |
| 3M | +2.6% | -13.2% | +15.8% | +2.6% |
| 6M | -3.1% | +9.9% | -13.1% | -2.0% |
| YTD | +29.4% | +53.9% | -24.5% | +31.5% |
| All | +22.9% | +78.4% | -55.5% | +26.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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