+222.8%
UNP vs MGY
+210.4%
+12.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.5% |
| 7D | -1.8% | +3.5% | -5.3% | -2.6% |
| 30D | -2.7% | +5.3% | -8.0% | -3.9% |
| 3M | +6.5% | +2.6% | +3.9% | +5.5% |
| 6M | +14.4% | -3.3% | +17.7% | +14.2% |
| YTD | +24.8% | +29.2% | -4.4% | +16.5% |
| 1Y | +34.4% | +18.0% | +16.4% | +27.8% |
| 3Y | +43.6% | +30.0% | +13.6% | +31.0% |
| 5Y | +53.2% | +92.7% | -39.5% | +21.4% |
| All | +222.8% | +210.4% | +12.4% | +104.7% |
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