+232.6%
TPR vs MGY
+199.8%
+32.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.5% |
| 7D | -2.3% | +2.1% | -4.4% | -3.0% |
| 30D | -23.0% | +13.8% | -36.8% | -26.3% |
| 3M | -12.5% | -4.3% | -8.2% | -12.0% |
| 6M | -21.4% | -5.1% | -16.4% | -21.8% |
| YTD | -3.5% | +24.8% | -28.3% | -13.1% |
| 1Y | +17.4% | +11.8% | +5.5% | +9.4% |
| 3Y | +291.3% | +23.5% | +267.7% | +241.6% |
| 5Y | +241.9% | +87.5% | +154.4% | +138.7% |
| All | +232.6% | +199.8% | +32.8% | +75.6% |
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