-34.6%
MP vs MGY
+8.9%
-43.5%
-50.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.1% | -5.2% | +0.2% | -5.9% |
| 7D | -12.5% | -12.1% | -0.4% | -14.5% |
| 30D | -23.3% | -2.6% | -20.7% | -23.4% |
| 3M | -24.4% | -4.2% | -20.1% | -24.3% |
| 6M | -45.8% | -23.9% | -21.8% | -46.7% |
| YTD | -28.9% | +8.8% | -37.7% | -36.4% |
| 1Y | -34.6% | +9.5% | -44.1% | -41.9% |
| All | -34.6% | +8.9% | -43.5% | -41.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling