+320.2%
MTZ vs MGY
+172.4%
+147.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.7% |
| 7D | +16.5% | +3.5% | +12.9% | +14.8% |
| 30D | -10.2% | -3.0% | -7.2% | -9.3% |
| 3M | -34.2% | -7.6% | -26.5% | -32.7% |
| 6M | -56.0% | -14.4% | -41.6% | -54.3% |
| YTD | -14.8% | +13.4% | -28.2% | -21.9% |
| 1Y | -7.2% | +9.2% | -16.4% | -13.8% |
| 3Y | +275.8% | +22.6% | +253.2% | +227.1% |
| 5Y | +93.5% | +33.6% | +59.9% | +52.8% |
| All | +320.2% | +172.4% | +147.8% | +131.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling