+166.4%
MTZ vs MGY
+25.3%
+141.1%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.6% | -2.6% |
| 7D | +2.3% | +1.5% | +0.8% | +1.8% |
| 30D | -10.3% | +6.8% | -17.1% | -11.9% |
| 3M | -31.8% | +2.6% | -34.4% | -32.6% |
| 6M | -19.2% | -3.1% | -16.1% | -19.5% |
| YTD | +10.7% | +29.4% | -18.7% | -2.6% |
| 1Y | +37.5% | +22.3% | +15.2% | +23.6% |
| All | +166.4% | +25.3% | +141.1% | +121.9% |
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 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