+210.8%
MGY vs PR
+75.8%
+135.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.5% | +1.4% |
| 7D | +1.5% | -0.8% | +2.3% | +1.9% |
| 30D | +6.8% | +11.3% | -4.4% | +2.3% |
| 3M | +2.6% | +24.1% | -21.5% | -5.9% |
| 6M | -3.1% | +25.4% | -28.5% | -11.4% |
| YTD | +29.4% | +71.2% | -41.8% | +4.4% |
| 1Y | +22.3% | +78.6% | -56.3% | -3.0% |
| 3Y | +26.6% | +85.2% | -58.7% | -0.6% |
| 5Y | +92.1% | +419.0% | -326.9% | +2.7% |
| All | +210.8% | +75.8% | +135.0% | +30.9% |
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