+210.4%
MGY vs TDY
+379.8%
-169.5%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.2% | -1.0% | -0.6% |
| 7D | +3.5% | -1.1% | +4.7% | +4.2% |
| 30D | +5.3% | -12.0% | +17.3% | +14.0% |
| 3M | +2.6% | -3.2% | +5.8% | +3.7% |
| 6M | -3.3% | -7.9% | +4.6% | -0.5% |
| YTD | +29.2% | +18.2% | +11.0% | +11.6% |
| 1Y | +18.0% | +6.7% | +11.4% | +8.7% |
| 3Y | +30.0% | +47.5% | -17.5% | -7.2% |
| 5Y | +92.7% | +39.5% | +53.2% | +40.6% |
| All | +210.4% | +379.8% | -169.5% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling