+1,175.2%
QLD vs MGY
+199.8%
+975.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.8% |
| 7D | +0.6% | +2.1% | -1.5% | -0.2% |
| 30D | -0.1% | +13.8% | -13.9% | -4.4% |
| 3M | -8.4% | -4.3% | -4.1% | -8.0% |
| 6M | +32.2% | -5.1% | +37.3% | +31.4% |
| YTD | +28.9% | +24.8% | +4.1% | +16.2% |
| 1Y | +43.8% | +11.8% | +32.0% | +34.1% |
| 3Y | +176.6% | +23.5% | +153.1% | +146.3% |
| 5Y | +121.6% | +87.5% | +34.1% | +67.5% |
| All | +1,175.2% | +199.8% | +975.4% | +725.3% |
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 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