+41.8%
UL vs MGY
+210.8%
-169.0%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.7% |
| 7D | -3.2% | +1.5% | -4.7% | -3.3% |
| 30D | -0.6% | +6.8% | -7.4% | -1.0% |
| 3M | +9.4% | +2.6% | +6.8% | +9.2% |
| 6M | -4.1% | -3.1% | -1.0% | -4.2% |
| YTD | -2.0% | +29.4% | -31.4% | -3.9% |
| 1Y | -9.0% | +22.3% | -31.3% | -10.5% |
| 3Y | +21.8% | +26.6% | -4.7% | +18.4% |
| 5Y | +20.6% | +92.1% | -71.5% | +11.9% |
| All | +41.8% | +210.8% | -169.0% | +14.6% |
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