+1,165.4%
QLD vs MGY
+210.8%
+954.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -2.0% | -1.0% |
| 7D | +1.9% | +1.5% | +0.4% | +1.4% |
| 30D | -1.8% | +6.8% | -8.6% | -4.0% |
| 3M | -0.1% | +2.6% | -2.7% | -2.0% |
| 6M | +32.6% | -3.1% | +35.7% | +31.0% |
| YTD | +27.9% | +29.4% | -1.5% | +13.9% |
| 1Y | +40.3% | +22.3% | +18.0% | +26.9% |
| 3Y | +182.5% | +26.6% | +155.9% | +149.6% |
| 5Y | +122.5% | +92.1% | +30.4% | +66.9% |
| All | +1,165.4% | +210.8% | +954.5% | +709.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling