+597.9%
TTMI vs MGY
+209.8%
+388.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.5% |
| 7D | +6.0% | +1.8% | +4.2% | +5.5% |
| 30D | -6.4% | +6.5% | -12.9% | -8.1% |
| 3M | -28.9% | +0.3% | -29.2% | -29.5% |
| 6M | +26.9% | -2.4% | +29.3% | +25.9% |
| YTD | +77.3% | +29.0% | +48.3% | +62.7% |
| 1Y | +147.5% | +17.0% | +130.5% | +132.7% |
| 3Y | +847.6% | +26.2% | +821.5% | +763.7% |
| 5Y | +802.2% | +92.3% | +709.9% | +616.8% |
| All | +597.9% | +209.8% | +388.1% | +362.1% |
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