+427.1%
MTZ vs MGY
+209.8%
+217.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.3% | -3.2% | -3.4% |
| 7D | 0.0% | +1.8% | -1.8% | -0.7% |
| 30D | -14.8% | +6.5% | -21.3% | -16.8% |
| 3M | -30.8% | +0.3% | -31.1% | -31.8% |
| 6M | -22.6% | -2.4% | -20.2% | -23.7% |
| YTD | +6.8% | +29.0% | -22.2% | -6.0% |
| 1Y | +22.1% | +17.0% | +5.1% | +11.3% |
| 3Y | +153.1% | +26.2% | +127.0% | +119.1% |
| 5Y | +161.4% | +92.3% | +69.1% | +78.8% |
| All | +427.1% | +209.8% | +217.3% | +178.7% |
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 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