+89.0%
MGY vs TDY
+39.0%
+50.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.4% |
| 7D | +3.5% | -1.1% | +4.7% | +4.0% |
| 30D | +5.3% | -12.0% | +17.3% | +11.5% |
| 3M | +2.6% | -3.2% | +5.8% | +3.4% |
| 6M | -3.3% | -7.9% | +4.6% | -1.0% |
| YTD | +29.2% | +18.2% | +11.0% | +14.7% |
| 1Y | +18.0% | +6.7% | +11.4% | +10.6% |
| 3Y | +30.0% | +47.5% | -17.5% | -1.2% |
| All | +89.0% | +39.0% | +50.0% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 5y: compounded portfolio wealth divided by compounded TDY 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…
5y analysis · Full analysis span regression · 6 months rolling