+195.1%
RF vs MGY
+199.8%
-4.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.5% |
| 7D | +1.3% | +2.1% | -0.8% | +0.4% |
| 30D | -3.6% | +13.8% | -17.4% | -8.8% |
| 3M | +8.1% | -4.3% | +12.4% | +8.7% |
| 6M | +11.5% | -5.1% | +16.5% | +11.3% |
| YTD | +15.6% | +24.8% | -9.2% | +2.6% |
| 1Y | +15.7% | +11.8% | +3.9% | +7.0% |
| 3Y | +86.9% | +23.5% | +63.4% | +62.0% |
| 5Y | +89.8% | +87.5% | +2.3% | +26.8% |
| All | +195.1% | +199.8% | -4.7% | +36.1% |
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