+45.6%
UAL vs MGY
+210.4%
-164.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.2% | +2.9% | +3.1% |
| 7D | -1.4% | +3.5% | -4.9% | -2.8% |
| 30D | -12.2% | +5.3% | -17.5% | -14.4% |
| 3M | -2.5% | +2.6% | -5.1% | -5.1% |
| 6M | +21.1% | -3.3% | +24.4% | +18.0% |
| YTD | -1.8% | +29.2% | -31.0% | -16.3% |
| 1Y | +0.4% | +18.0% | -17.6% | -11.5% |
| 3Y | +130.3% | +30.0% | +100.3% | +90.2% |
| 5Y | +147.7% | +92.7% | +55.0% | +53.1% |
| All | +45.6% | +210.4% | -164.8% | -47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling