+45.4%
MRK vs MGY
+25.2%
+20.2%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.6% |
| 7D | -4.3% | +3.5% | -7.8% | -4.5% |
| 30D | +8.3% | +5.3% | +3.0% | +7.8% |
| 3M | +20.0% | +2.6% | +17.4% | +19.7% |
| 6M | +25.7% | -3.3% | +29.0% | +25.5% |
| YTD | +38.7% | +29.2% | +9.5% | +34.3% |
| 1Y | +74.7% | +18.0% | +56.7% | +70.4% |
| 3Y | +45.4% | +30.0% | +15.3% | +39.4% |
| All | +45.4% | +25.2% | +20.2% | +39.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling