+129.8%
PM vs MGY
+25.2%
+104.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.7% |
| 7D | +4.7% | +3.5% | +1.1% | +4.7% |
| 30D | +2.6% | +5.3% | -2.7% | +2.7% |
| 3M | +6.6% | +2.6% | +3.9% | +6.7% |
| 6M | +16.5% | -3.3% | +19.8% | +16.6% |
| YTD | +21.2% | +29.2% | -8.0% | +22.1% |
| 1Y | +17.9% | +18.0% | -0.1% | +18.4% |
| 3Y | +129.8% | +30.0% | +99.8% | +125.2% |
| All | +129.8% | +25.2% | +104.7% | +125.2% |
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