+1.5%
SMR vs MGY
+34.1%
-32.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.3% | -5.2% | -5.4% |
| 7D | +4.7% | +1.8% | +2.9% | +4.0% |
| 30D | +3.2% | +6.5% | -3.3% | +0.2% |
| 3M | +9.9% | +0.3% | +9.6% | +7.6% |
| 6M | -15.1% | -2.4% | -12.7% | -18.3% |
| YTD | -27.9% | +29.0% | -56.9% | -41.2% |
| 1Y | -70.2% | +17.0% | -87.3% | -74.6% |
| 3Y | +72.5% | +26.2% | +46.3% | +43.2% |
| All | +1.5% | +34.1% | -32.7% | -16.9% |
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