+243.9%
WM vs MGY
+209.8%
+34.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.7% |
| 7D | -3.1% | +1.8% | -4.9% | -3.3% |
| 30D | -5.3% | +6.5% | -11.8% | -5.9% |
| 3M | -4.2% | +0.3% | -4.6% | -4.4% |
| 6M | -8.1% | -2.4% | -5.7% | -8.1% |
| YTD | -1.4% | +29.0% | -30.4% | -4.0% |
| 1Y | +0.2% | +17.0% | -16.8% | -1.6% |
| 3Y | +43.1% | +26.2% | +16.9% | +38.1% |
| 5Y | +49.8% | +92.3% | -42.5% | +35.8% |
| All | +243.9% | +209.8% | +34.1% | +168.1% |
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