+122.1%
QLD vs MGY
+92.8%
+29.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.3% | -2.5% | -0.9% |
| 7D | +3.0% | -0.9% | +3.9% | +3.3% |
| 30D | -1.8% | +10.1% | -11.9% | -5.2% |
| 3M | -1.8% | -1.5% | -0.3% | -2.3% |
| 6M | +36.9% | -4.9% | +41.8% | +36.0% |
| YTD | +28.7% | +27.7% | +1.0% | +12.8% |
| 1Y | +41.9% | +20.1% | +21.8% | +27.0% |
| 3Y | +184.2% | +24.9% | +159.3% | +145.8% |
| 5Y | +122.1% | +91.6% | +30.5% | +71.3% |
| All | +122.1% | +92.8% | +29.3% | +71.3% |
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