+889.6%
MPC vs MGY
+199.8%
+689.8%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +1.1% |
| 7D | +5.4% | +2.1% | +3.3% | +4.3% |
| 30D | +31.0% | +13.8% | +17.2% | +22.2% |
| 3M | +46.0% | -4.3% | +50.3% | +48.2% |
| 6M | +77.3% | -5.1% | +82.4% | +80.7% |
| YTD | +141.9% | +24.8% | +117.1% | +113.6% |
| 1Y | +120.9% | +11.8% | +109.1% | +105.8% |
| 3Y | +182.7% | +23.5% | +159.2% | +145.9% |
| 5Y | +646.4% | +87.5% | +558.9% | +396.0% |
| All | +889.6% | +199.8% | +689.8% | +346.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling