-3.8%
MTZ vs MGY
+10.3%
-14.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.6% | -2.8% | -1.0% |
| 7D | +5.0% | +4.5% | +0.5% | +5.7% |
| 30D | -6.0% | -0.4% | -5.6% | -6.0% |
| 3M | -36.1% | -4.3% | -31.8% | -36.2% |
| 6M | -56.9% | -12.9% | -44.0% | -56.9% |
| YTD | -15.9% | +15.2% | -31.1% | -12.4% |
| 1Y | -3.8% | +10.3% | -14.2% | +1.9% |
| All | -3.8% | +10.3% | -14.2% | +1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling