+1,449.6%
NET vs MGY
+175.5%
+1,274.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.7% |
| 7D | -7.0% | +2.1% | -9.1% | -7.3% |
| 30D | -4.8% | +13.8% | -18.6% | -6.7% |
| 3M | +3.8% | -4.3% | +8.1% | +4.2% |
| 6M | +50.0% | -5.1% | +55.1% | +50.5% |
| YTD | +41.5% | +24.8% | +16.7% | +35.9% |
| 1Y | +32.8% | +11.8% | +21.0% | +29.5% |
| 3Y | +335.9% | +23.5% | +312.4% | +315.9% |
| 5Y | +113.8% | +87.5% | +26.3% | +101.2% |
| All | +1,449.6% | +175.5% | +1,274.0% | +1,495.8% |
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