+206.7%
MGY vs URA
+368.4%
-161.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.1% | -0.8% | +1.1% |
| 7D | -0.9% | +8.1% | -9.0% | -3.9% |
| 30D | +10.1% | +5.8% | +4.4% | +7.2% |
| 3M | -1.5% | +3.4% | -4.9% | -4.5% |
| 6M | -4.9% | -2.6% | -2.3% | -8.6% |
| YTD | +27.7% | +11.2% | +16.5% | +13.1% |
| 1Y | +20.1% | +19.8% | +0.2% | -1.2% |
| 3Y | +24.9% | +121.5% | -96.6% | -31.9% |
| 5Y | +91.6% | +134.5% | -42.9% | -5.6% |
| All | +206.7% | +368.4% | -161.7% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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