+92.9%
QQQ vs MGY
+25.2%
+67.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -0.6% | +3.5% | -4.1% | -1.1% |
| 30D | -1.2% | +5.3% | -6.5% | -2.0% |
| 3M | -0.2% | +2.6% | -2.8% | -0.8% |
| 6M | +17.9% | -3.3% | +21.2% | +17.6% |
| YTD | +16.6% | +29.2% | -12.6% | +8.2% |
| 1Y | +23.0% | +18.0% | +5.0% | +16.4% |
| 3Y | +92.9% | +30.0% | +62.9% | +76.0% |
| All | +92.9% | +25.2% | +67.8% | +76.0% |
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