+95.0%
MO vs MGY
+25.2%
+69.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +0.1% | +3.5% | -3.4% | 0.0% |
| 30D | +7.1% | +5.3% | +1.9% | +6.9% |
| 3M | -2.0% | +2.6% | -4.6% | -2.1% |
| 6M | +7.3% | -3.3% | +10.6% | +7.5% |
| YTD | +23.5% | +29.2% | -5.8% | +22.5% |
| 1Y | +11.0% | +18.0% | -7.0% | +10.3% |
| 3Y | +95.0% | +30.0% | +65.0% | +88.2% |
| All | +95.0% | +25.2% | +69.8% | +88.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling