+399.2%
ON vs MGY
+210.8%
+188.3%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.5% | -0.7% |
| 7D | -1.9% | +1.5% | -3.4% | -2.5% |
| 30D | -11.0% | +6.8% | -17.9% | -13.5% |
| 3M | -39.3% | +2.6% | -41.9% | -40.6% |
| 6M | +19.8% | -3.1% | +23.0% | +18.8% |
| YTD | +31.1% | +29.4% | +1.7% | +14.5% |
| 1Y | +46.0% | +22.3% | +23.7% | +30.2% |
| 3Y | -27.5% | +26.6% | -54.1% | -37.1% |
| 5Y | +56.9% | +92.1% | -35.2% | +8.9% |
| All | +399.2% | +210.8% | +188.3% | +141.1% |
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