+153.8%
QLD vs MGY
+20.1%
+133.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.1% | +3.7% |
| 7D | -1.2% | +2.6% | -3.8% | -2.0% |
| 30D | -15.7% | -2.0% | -13.7% | -15.5% |
| 3M | -10.0% | -7.8% | -2.2% | -8.8% |
| 6M | -11.2% | -13.9% | +2.7% | -8.6% |
| YTD | +16.4% | +11.6% | +4.7% | +2.0% |
| 1Y | +12.7% | +6.7% | +5.9% | +0.9% |
| All | +153.8% | +20.1% | +133.7% | +117.2% |
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