-9.3%
UL vs MGY
+15.5%
-24.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.2% |
| 7D | -1.3% | +2.1% | -3.4% | -1.1% |
| 30D | +0.5% | +13.8% | -13.3% | +1.9% |
| 3M | +17.6% | -4.3% | +21.9% | +17.9% |
| 6M | -5.4% | -5.1% | -0.3% | -5.8% |
| YTD | +0.7% | +24.8% | -24.1% | -1.8% |
| 1Y | -9.3% | +11.8% | -21.1% | -11.9% |
| All | -9.3% | +15.5% | -24.8% | -11.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling