+237.9%
XYZ vs MGY
+209.8%
+28.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -5.2% | +1.8% | -7.0% | -5.7% |
| 30D | 0.0% | +6.5% | -6.5% | -2.2% |
| 3M | +18.7% | +0.3% | +18.3% | +17.2% |
| 6M | +20.5% | -2.4% | +22.9% | +18.9% |
| YTD | +21.5% | +29.0% | -7.5% | +9.3% |
| 1Y | +7.2% | +17.0% | -9.8% | -0.8% |
| 3Y | +49.0% | +26.2% | +22.8% | +32.5% |
| 5Y | -68.1% | +92.3% | -160.4% | -75.2% |
| All | +237.9% | +209.8% | +28.1% | +118.7% |
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