-25.1%
TGT vs MGY
+88.8%
-113.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -5.2% | +3.5% | -8.8% | -5.9% |
| 30D | +1.2% | +5.3% | -4.1% | 0.0% |
| 3M | +18.4% | +2.6% | +15.7% | +17.3% |
| 6M | +33.4% | -3.3% | +36.7% | +33.2% |
| YTD | +63.8% | +29.2% | +34.6% | +52.6% |
| 1Y | +77.2% | +18.0% | +59.1% | +68.1% |
| 3Y | +41.8% | +30.0% | +11.8% | +29.4% |
| All | -25.1% | +88.8% | -113.9% | -34.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling