+72.8%
O vs MGY
+210.8%
-138.1%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.3% | -2.8% | -1.7% |
| 7D | -2.3% | +1.5% | -3.8% | -2.5% |
| 30D | -2.4% | +6.8% | -9.3% | -3.7% |
| 3M | -0.6% | +2.6% | -3.2% | -1.4% |
| 6M | -5.0% | -3.1% | -1.9% | -5.1% |
| YTD | +10.4% | +29.4% | -19.0% | +4.4% |
| 1Y | +6.6% | +22.3% | -15.7% | +1.6% |
| 3Y | +28.4% | +26.6% | +1.8% | +18.9% |
| 5Y | +15.3% | +92.1% | -76.8% | -6.7% |
| All | +72.8% | +210.8% | -138.1% | -9.5% |
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