+181.6%
SE vs MGY
+24.9%
+156.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -4.8% | +1.8% | -6.6% | -5.0% |
| 30D | -18.1% | +6.5% | -24.6% | -18.9% |
| 3M | +30.6% | +0.3% | +30.3% | +30.4% |
| 6M | +20.8% | -2.4% | +23.2% | +19.8% |
| YTD | -15.6% | +29.0% | -44.6% | -23.0% |
| 1Y | -44.2% | +17.0% | -61.3% | -47.7% |
| All | +181.6% | +24.9% | +156.7% | +155.2% |
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