+1,051.1%
QLD vs MGY
+168.1%
+882.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +3.5% | +1.1% | +3.5% |
| 7D | -1.2% | +2.6% | -3.8% | -2.1% |
| 30D | -15.7% | -2.0% | -13.7% | -15.5% |
| 3M | -10.0% | -7.8% | -2.2% | -8.6% |
| 6M | -11.2% | -13.9% | +2.7% | -8.8% |
| YTD | +16.4% | +11.6% | +4.7% | +7.7% |
| 1Y | +12.7% | +6.7% | +5.9% | +5.8% |
| 3Y | +152.3% | +20.6% | +131.6% | +125.3% |
| 5Y | +91.8% | +32.4% | +59.4% | +61.1% |
| All | +1,051.1% | +168.1% | +882.9% | +665.5% |
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