+30.8%
MMM vs MGY
+206.7%
-175.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.3% | -2.9% | -1.0% |
| 7D | -1.6% | -0.9% | -0.7% | -1.4% |
| 30D | -8.0% | +10.1% | -18.1% | -9.7% |
| 3M | +9.4% | -1.5% | +10.8% | +9.2% |
| 6M | +10.2% | -4.9% | +15.2% | +10.2% |
| YTD | +6.1% | +27.7% | -21.6% | +0.1% |
| 1Y | +10.8% | +20.1% | -9.3% | +5.5% |
| 3Y | +104.8% | +24.9% | +79.9% | +91.2% |
| 5Y | +27.0% | +91.6% | -64.5% | +5.8% |
| All | +30.8% | +206.7% | -175.9% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 MGY 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