+358.3%
NDAQ vs MGY
+206.7%
+151.6%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.3% | -4.2% | -2.2% |
| 7D | -2.6% | -0.9% | -1.7% | -2.5% |
| 30D | +0.5% | +10.1% | -9.6% | -0.8% |
| 3M | +9.9% | -1.5% | +11.4% | +9.8% |
| 6M | +8.2% | -4.9% | +13.1% | +8.3% |
| YTD | -1.5% | +27.7% | -29.2% | -5.2% |
| 1Y | +1.3% | +20.1% | -18.7% | -1.9% |
| 3Y | +92.6% | +24.9% | +67.7% | +83.6% |
| 5Y | +53.8% | +91.6% | -37.8% | +37.1% |
| All | +358.3% | +206.7% | +151.6% | +265.5% |
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