+76.6%
MO vs MGY
+209.8%
-133.3%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -1.0% | +1.8% | -2.8% | -1.2% |
| 30D | +5.8% | +6.5% | -0.7% | +4.9% |
| 3M | -4.5% | +0.3% | -4.9% | -4.8% |
| 6M | +5.7% | -2.4% | +8.1% | +5.7% |
| YTD | +23.1% | +29.0% | -5.9% | +18.6% |
| 1Y | +10.9% | +17.0% | -6.1% | +8.0% |
| 3Y | +96.1% | +26.2% | +70.0% | +85.9% |
| 5Y | +100.1% | +92.3% | +7.7% | +73.2% |
| All | +76.6% | +209.8% | -133.3% | +33.4% |
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