+413.2%
MP vs MGY
+438.8%
-25.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.4% |
| 7D | -4.6% | +1.8% | -6.4% | -5.3% |
| 30D | -7.1% | +6.5% | -13.6% | -9.6% |
| 3M | -4.0% | +0.3% | -4.3% | -5.4% |
| 6M | -16.7% | -2.4% | -14.3% | -18.2% |
| YTD | +1.6% | +29.0% | -27.4% | -12.1% |
| 1Y | -17.8% | +17.0% | -34.9% | -26.3% |
| 3Y | +139.6% | +26.2% | +113.4% | +103.6% |
| 5Y | +50.5% | +92.3% | -41.9% | +7.5% |
| All | +413.2% | +438.8% | -25.6% | +180.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling