-9.5%
NOC vs MGY
+19.0%
-28.5%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.8% | +3.5% | -2.8% | +0.7% |
| 30D | -9.7% | +5.3% | -15.0% | -9.8% |
| 3M | -5.6% | +2.6% | -8.3% | -5.5% |
| 6M | -28.6% | -3.3% | -25.3% | -28.6% |
| YTD | -7.9% | +29.2% | -37.1% | -12.8% |
| 1Y | -9.5% | +18.0% | -27.6% | -13.0% |
| All | -9.5% | +19.0% | -28.5% | -13.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling