+9.5%
MGY vs PR
+87.5%
-78.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.5% | +1.3% | 0.0% |
| 7D | -12.1% | -12.1% | 0.0% | -2.5% |
| 30D | -2.6% | +0.9% | -3.5% | -3.5% |
| 3M | -4.2% | +10.1% | -14.4% | -11.1% |
| 6M | -23.9% | +1.1% | -25.0% | -24.7% |
| YTD | +8.8% | +63.7% | -54.8% | -22.4% |
| 1Y | +9.5% | +87.0% | -77.6% | -26.5% |
| All | +9.5% | +87.5% | -78.0% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 1y: compounded portfolio wealth divided by compounded PR 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…
1y analysis · Full analysis span regression · 6 months rolling