+13.8%
ORCL vs MGY
+23.9%
-10.2%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.7% |
| 7D | +8.0% | +4.5% | +3.5% | +6.8% |
| 30D | -4.0% | -0.4% | -3.6% | -3.9% |
| 3M | -19.5% | -4.3% | -15.1% | -19.1% |
| 6M | -33.5% | -12.9% | -20.6% | -31.6% |
| YTD | -34.8% | +15.2% | -50.0% | -40.4% |
| 1Y | -41.6% | +10.3% | -52.0% | -45.8% |
| 3Y | +13.8% | +23.6% | -9.9% | +0.2% |
| All | +13.8% | +23.9% | -10.2% | +0.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling