+69.6%
T vs MGY
+210.8%
-141.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.3% | -3.1% | -1.9% |
| 7D | -3.1% | +1.5% | -4.6% | -3.3% |
| 30D | +4.6% | +6.8% | -2.3% | +3.7% |
| 3M | +12.2% | +2.6% | +9.6% | +11.6% |
| 6M | -6.5% | -3.1% | -3.3% | -6.4% |
| YTD | +4.9% | +29.4% | -24.5% | +1.2% |
| 1Y | -10.5% | +22.3% | -32.8% | -13.2% |
| 3Y | +104.6% | +26.6% | +78.0% | +94.4% |
| 5Y | +64.2% | +92.1% | -27.9% | +43.0% |
| All | +69.6% | +210.8% | -141.2% | +31.1% |
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