+148.4%
PM vs MGY
+206.7%
-58.3%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +1.0% |
| 7D | -1.3% | -0.9% | -0.4% | -1.2% |
| 30D | -2.6% | +10.1% | -12.7% | -3.7% |
| 3M | +5.8% | -1.5% | +7.3% | +5.7% |
| 6M | +10.6% | -4.9% | +15.5% | +10.8% |
| YTD | +17.2% | +27.7% | -10.5% | +13.4% |
| 1Y | +17.6% | +20.1% | -2.4% | +14.5% |
| 3Y | +124.3% | +24.9% | +99.4% | +113.5% |
| 5Y | +125.1% | +91.6% | +33.5% | +95.3% |
| All | +148.4% | +206.7% | -58.3% | +69.8% |
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