+597.0%
SE vs MGY
+212.0%
+385.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.2% | +0.6% |
| 7D | +0.6% | -0.9% | +1.5% | +0.8% |
| 30D | -0.1% | +10.1% | -10.2% | -2.1% |
| 3M | +34.1% | -1.5% | +35.6% | +33.6% |
| 6M | +23.2% | -4.9% | +28.1% | +22.8% |
| YTD | -11.2% | +27.7% | -38.8% | -17.3% |
| 1Y | -40.5% | +20.1% | -60.6% | -44.1% |
| 3Y | +196.3% | +24.9% | +171.4% | +172.6% |
| 5Y | -67.0% | +91.6% | -158.6% | -72.1% |
| All | +597.0% | +212.0% | +385.0% | +467.4% |
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