+91.6%
MGY vs PR
+409.5%
-317.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.2% | +1.1% | +1.5% |
| 7D | -0.9% | -0.6% | -0.3% | -0.5% |
| 30D | +10.1% | +17.4% | -7.2% | -1.4% |
| 3M | -1.5% | +21.8% | -23.2% | -13.9% |
| 6M | -4.9% | +27.6% | -32.5% | -19.6% |
| YTD | +27.7% | +71.4% | -43.7% | -11.6% |
| 1Y | +20.1% | +78.3% | -58.3% | -19.3% |
| 3Y | +24.9% | +85.5% | -60.6% | -19.7% |
| 5Y | +91.6% | +422.7% | -331.1% | -41.1% |
| All | +91.6% | +409.5% | -317.9% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling