+263.2%
SPYM vs MGY
+209.8%
+53.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.0% | +1.8% | -3.8% | -2.3% |
| 30D | -1.6% | +6.5% | -8.1% | -2.8% |
| 3M | +4.7% | +0.3% | +4.4% | +4.3% |
| 6M | +12.6% | -2.4% | +14.9% | +12.1% |
| YTD | +11.8% | +29.0% | -17.2% | +5.5% |
| 1Y | +17.5% | +17.0% | +0.5% | +12.7% |
| 3Y | +77.0% | +26.2% | +50.8% | +64.8% |
| 5Y | +82.6% | +92.3% | -9.7% | +53.0% |
| All | +263.2% | +209.8% | +53.4% | +159.5% |
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