+206.7%
MGY vs TXT
+70.9%
+135.8%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.7% | +2.0% |
| 7D | -0.9% | -0.2% | -0.7% | -0.8% |
| 30D | +10.1% | -11.1% | +21.2% | +17.9% |
| 3M | -1.5% | -13.0% | +11.5% | +5.6% |
| 6M | -4.9% | -16.2% | +11.3% | +2.9% |
| YTD | +27.7% | -8.7% | +36.4% | +29.6% |
| 1Y | +20.1% | -3.8% | +23.8% | +17.1% |
| 3Y | +24.9% | +5.5% | +19.4% | +11.9% |
| 5Y | +91.6% | +12.3% | +79.3% | +60.2% |
| All | +206.7% | +70.9% | +135.8% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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