+267.3%
MP vs MGY
+366.3%
-99.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.8% | -0.6% |
| 7D | +2.3% | +2.6% | -0.3% | +1.1% |
| 30D | -15.3% | -2.0% | -13.3% | -15.0% |
| 3M | -33.5% | -7.8% | -25.7% | -32.2% |
| 6M | -45.5% | -13.9% | -31.6% | -43.7% |
| YTD | -27.3% | +11.6% | -38.9% | -34.1% |
| 1Y | -40.7% | +6.7% | -47.5% | -45.3% |
| 3Y | +145.9% | +20.6% | +125.2% | +110.4% |
| 5Y | -13.9% | +32.4% | -46.3% | -30.3% |
| All | +267.3% | +366.3% | -99.0% | +110.5% |
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