+323.1%
MRVL vs MGY
+25.2%
+298.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.2% | +3.8% | +4.0% |
| 7D | +5.6% | +3.5% | +2.1% | +4.3% |
| 30D | +8.8% | +5.3% | +3.5% | +6.7% |
| 3M | -15.9% | +2.6% | -18.5% | -17.4% |
| 6M | +161.3% | -3.3% | +164.5% | +158.9% |
| YTD | +178.2% | +29.2% | +149.0% | +134.1% |
| 1Y | +255.3% | +18.0% | +237.3% | +213.6% |
| 3Y | +323.1% | +30.0% | +293.1% | +243.2% |
| All | +323.1% | +25.2% | +298.0% | +243.2% |
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