+51.6%
WM vs MGY
+94.8%
-43.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -2.0% | -0.7% |
| 7D | -1.2% | +1.5% | -2.7% | -1.3% |
| 30D | -4.5% | +6.8% | -11.3% | -5.0% |
| 3M | -2.2% | +2.6% | -4.8% | -2.5% |
| 6M | -11.5% | -3.1% | -8.4% | -11.4% |
| YTD | -0.7% | +29.4% | -30.1% | -2.6% |
| 1Y | +0.3% | +22.3% | -22.0% | -1.3% |
| 3Y | +44.2% | +26.6% | +17.6% | +40.3% |
| 5Y | +51.6% | +92.1% | -40.5% | +46.9% |
| All | +51.6% | +94.8% | -43.2% | +46.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling