+52.2%
TEM vs MGY
+21.6%
+30.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.3% | -6.0% | -5.4% |
| 7D | -1.1% | +1.5% | -2.6% | -2.0% |
| 30D | +11.3% | +6.8% | +4.5% | +7.5% |
| 3M | +25.5% | +2.6% | +22.9% | +22.7% |
| 6M | +17.1% | -3.1% | +20.2% | +15.5% |
| YTD | +3.8% | +29.4% | -25.6% | -19.1% |
| 1Y | -24.4% | +22.3% | -46.7% | -39.0% |
| All | +52.2% | +21.6% | +30.6% | +76.1% |
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