+119.3%
NI vs MGY
+209.8%
-90.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -0.6% | +1.8% | -2.4% | -0.8% |
| 30D | -1.4% | +6.5% | -7.9% | -2.1% |
| 3M | -10.6% | +0.3% | -10.9% | -10.8% |
| 6M | -9.9% | -2.4% | -7.5% | -10.0% |
| YTD | +1.2% | +29.0% | -27.8% | -2.1% |
| 1Y | +4.4% | +17.0% | -12.6% | +2.0% |
| 3Y | +68.6% | +26.2% | +42.5% | +61.6% |
| 5Y | +98.0% | +92.3% | +5.7% | +77.4% |
| All | +119.3% | +209.8% | -90.6% | +57.2% |
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