+50.5%
MP vs MGY
+85.2%
-34.7%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.3% |
| 7D | -4.6% | +1.8% | -6.4% | -5.3% |
| 30D | -7.1% | +6.5% | -13.6% | -9.9% |
| 3M | -4.0% | +0.3% | -4.3% | -5.5% |
| 6M | -16.7% | -2.4% | -14.3% | -18.4% |
| YTD | +1.6% | +29.0% | -27.4% | -14.2% |
| 1Y | -17.8% | +17.0% | -34.9% | -27.6% |
| 3Y | +139.6% | +26.2% | +113.4% | +96.5% |
| 5Y | +50.5% | +92.3% | -41.9% | -0.7% |
| All | +50.5% | +85.2% | -34.7% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling