+341.2%
NDAQ vs MGY
+210.4%
+130.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.7% | -0.6% |
| 7D | -5.6% | +3.5% | -9.1% | -6.0% |
| 30D | -4.4% | +5.3% | -9.6% | -5.0% |
| 3M | +5.9% | +2.6% | +3.2% | +5.3% |
| 6M | +7.7% | -3.3% | +11.0% | +7.6% |
| YTD | -5.2% | +29.2% | -34.4% | -8.9% |
| 1Y | -3.4% | +18.0% | -21.4% | -6.2% |
| 3Y | +85.6% | +30.0% | +55.6% | +76.1% |
| 5Y | +49.5% | +92.7% | -43.2% | +33.2% |
| All | +341.2% | +210.4% | +130.8% | +251.4% |
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