-53.1%
SPCH vs MGY
+5.9%
-59.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +1.3% | -9.0% | -7.4% |
| 7D | +8.8% | +1.5% | +7.3% | +8.9% |
| 30D | +9.1% | +6.8% | +2.3% | +9.9% |
| All | -53.1% | +5.9% | -59.0% | -57.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling