+176.7%
MGY vs PR
+72.7%
+104.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.2% | +0.3% | +1.1% |
| 7D | +4.5% | +6.0% | -1.5% | +2.1% |
| 30D | -0.4% | -4.2% | +3.8% | +1.4% |
| 3M | -4.3% | +10.0% | -14.3% | -7.9% |
| 6M | -12.9% | +15.6% | -28.5% | -17.6% |
| YTD | +15.2% | +68.2% | -53.0% | -6.3% |
| 1Y | +10.3% | +79.2% | -68.9% | -12.5% |
| 3Y | +23.6% | +94.9% | -71.3% | -4.6% |
| 5Y | +35.7% | +272.8% | -237.0% | -18.4% |
| All | +176.7% | +72.7% | +104.0% | +17.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling