+93.1%
ORCL vs MGY
+94.8%
-1.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.9% | -0.8% |
| 7D | +10.9% | +1.5% | +9.4% | +10.6% |
| 30D | +7.0% | +6.8% | +0.2% | +5.7% |
| 3M | -21.2% | +2.6% | -23.8% | -21.8% |
| 6M | +7.4% | -3.1% | +10.5% | +7.1% |
| YTD | -16.3% | +29.4% | -45.7% | -21.3% |
| 1Y | -32.3% | +22.3% | -54.6% | -35.6% |
| 3Y | +32.6% | +26.6% | +6.0% | +24.0% |
| 5Y | +93.1% | +92.1% | +1.0% | +66.3% |
| All | +93.1% | +94.8% | -1.7% | +66.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling