+1,311.3%
MU vs MGY
+24.9%
+1,286.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.3% | -4.6% | -4.8% |
| 7D | +2.0% | +1.8% | +0.2% | +1.4% |
| 30D | +12.5% | +6.5% | +6.0% | +10.1% |
| 3M | +9.6% | +0.3% | +9.3% | +9.0% |
| 6M | +142.6% | -2.4% | +145.0% | +137.5% |
| YTD | +242.7% | +29.0% | +213.7% | +185.3% |
| 1Y | +599.3% | +17.0% | +582.2% | +511.6% |
| All | +1,311.3% | +24.9% | +1,286.4% | +1,074.6% |
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