+287.6%
MP vs MGY
+381.2%
-93.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +2.9% |
| 7D | +9.5% | +4.5% | +5.0% | +7.4% |
| 30D | -3.0% | -0.4% | -2.6% | -3.2% |
| 3M | -30.4% | -4.3% | -26.0% | -30.0% |
| 6M | -39.2% | -12.9% | -26.3% | -37.3% |
| YTD | -23.3% | +15.2% | -38.5% | -31.3% |
| 1Y | -32.6% | +10.3% | -43.0% | -38.6% |
| 3Y | +159.3% | +23.6% | +135.6% | +119.9% |
| 5Y | -16.4% | +35.7% | -52.2% | -33.0% |
| All | +287.6% | +381.2% | -93.6% | +119.5% |
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