+8.5%
WBD vs MGY
+209.8%
-201.4%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.4% | +1.1% |
| 7D | -0.6% | +1.8% | -2.4% | -1.1% |
| 30D | +4.2% | +6.5% | -2.3% | +2.2% |
| 3M | +7.5% | +0.3% | +7.2% | +6.9% |
| 6M | +1.6% | -2.4% | +4.0% | +1.2% |
| YTD | -2.2% | +29.0% | -31.1% | -10.4% |
| 1Y | +124.9% | +17.0% | +107.8% | +110.7% |
| 3Y | +149.1% | +26.2% | +123.0% | +127.5% |
| 5Y | +7.8% | +92.3% | -84.5% | -14.3% |
| All | +8.5% | +209.8% | -201.4% | -14.7% |
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 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