+210.4%
MGY vs TEVA
+13.7%
+196.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.9% | -0.3% |
| 7D | +3.5% | +2.0% | +1.5% | +3.1% |
| 30D | +5.3% | +1.0% | +4.3% | +5.0% |
| 3M | +2.6% | +7.3% | -4.7% | +0.8% |
| 6M | -3.3% | +21.7% | -25.0% | -8.4% |
| YTD | +29.2% | +18.8% | +10.4% | +22.7% |
| 1Y | +18.0% | +86.5% | -68.4% | -0.2% |
| 3Y | +30.0% | +269.4% | -239.4% | -12.3% |
| 5Y | +92.7% | +303.6% | -210.9% | +22.5% |
| All | +210.4% | +13.7% | +196.7% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TEVA.
Daily Out/Under-Performance
Portfolio return minus TEVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEVA 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 TEVA 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