+15.6%
U vs MGY
+25.2%
-9.5%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.2% | +4.3% | +4.4% |
| 7D | +5.5% | +3.5% | +2.0% | +4.5% |
| 30D | -1.3% | +5.3% | -6.6% | -2.8% |
| 3M | +64.6% | +2.6% | +61.9% | +62.1% |
| 6M | +119.4% | -3.3% | +122.6% | +118.0% |
| YTD | -0.5% | +29.2% | -29.7% | -13.6% |
| 1Y | +1.3% | +18.0% | -16.7% | -8.7% |
| 3Y | +15.6% | +30.0% | -14.4% | -7.3% |
| All | +15.6% | +25.2% | -9.5% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling