-28.0%
ORCL vs MGY
+15.5%
-43.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.5% | +4.6% | +3.1% |
| 7D | +5.3% | +2.1% | +3.2% | +5.1% |
| 30D | +10.0% | +13.8% | -3.8% | +9.2% |
| 3M | -32.6% | -4.3% | -28.3% | -31.7% |
| 6M | +4.9% | -5.1% | +10.0% | +3.9% |
| YTD | -17.8% | +24.8% | -42.5% | -26.7% |
| 1Y | -28.0% | +11.8% | -39.8% | -28.5% |
| All | -28.0% | +15.5% | -43.5% | -28.5% |
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 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