+206.7%
MGY vs Z
-33.4%
+240.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -6.4% | +8.8% | +3.3% |
| 7D | -0.9% | -3.3% | +2.4% | -0.5% |
| 30D | +10.1% | -3.7% | +13.8% | +10.4% |
| 3M | -1.5% | -7.0% | +5.5% | -1.2% |
| 6M | -4.9% | -29.5% | +24.6% | -0.7% |
| YTD | +27.7% | -52.6% | +80.2% | +42.0% |
| 1Y | +20.1% | -64.0% | +84.1% | +39.7% |
| 3Y | +24.9% | -36.4% | +61.3% | +27.3% |
| 5Y | +91.6% | -65.8% | +157.3% | +106.4% |
| All | +206.7% | -33.4% | +240.1% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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