+415.7%
NFLX vs MGY
+210.4%
+205.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -1.1% | +3.5% | -4.6% | -1.5% |
| 30D | +4.3% | +5.3% | -1.0% | +3.6% |
| 3M | -4.8% | +2.6% | -7.4% | -5.3% |
| 6M | -18.4% | -3.3% | -15.1% | -18.5% |
| YTD | -17.4% | +29.2% | -46.7% | -20.4% |
| 1Y | -35.7% | +18.0% | -53.7% | -37.4% |
| 3Y | +73.8% | +30.0% | +43.8% | +65.2% |
| 5Y | +29.3% | +92.7% | -63.4% | +16.9% |
| All | +415.7% | +210.4% | +205.3% | +392.8% |
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 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