+31.3%
NFLX vs MGY
+88.8%
-57.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.2% | +1.6% | +1.8% |
| 7D | -1.1% | +3.5% | -4.6% | -1.7% |
| 30D | +4.3% | +5.3% | -1.0% | +3.3% |
| 3M | -4.8% | +2.6% | -7.4% | -5.5% |
| 6M | -18.4% | -3.3% | -15.1% | -18.5% |
| YTD | -17.4% | +29.2% | -46.7% | -21.9% |
| 1Y | -35.7% | +18.0% | -53.7% | -38.3% |
| 3Y | +73.8% | +30.0% | +43.8% | +59.9% |
| All | +31.3% | +88.8% | -57.4% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling