+187.4%
MGY vs TXG
+22.9%
+164.5%
-74.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.0% | -0.2% |
| 7D | +1.8% | +5.0% | -3.2% | +1.3% |
| 30D | +6.5% | +13.5% | -7.0% | +5.0% |
| 3M | +0.3% | +128.0% | -127.7% | -8.6% |
| 6M | -2.4% | +224.4% | -226.8% | -15.3% |
| YTD | +29.0% | +307.0% | -278.0% | +8.3% |
| 1Y | +17.0% | +427.2% | -410.2% | -5.7% |
| 3Y | +26.2% | +40.2% | -14.0% | +12.5% |
| 5Y | +92.3% | -64.0% | +156.4% | +88.1% |
| All | +187.4% | +22.9% | +164.5% | +114.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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