+159.0%
MGY vs PR
+62.7%
+96.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.2% | +1.8% |
| 7D | -6.1% | -9.5% | +3.4% | -2.2% |
| 30D | -3.9% | -5.7% | +1.8% | -1.6% |
| 3M | -11.0% | +3.0% | -14.0% | -11.9% |
| 6M | -15.6% | +11.8% | -27.4% | -19.1% |
| YTD | +7.8% | +58.5% | -50.7% | -10.1% |
| 1Y | +5.8% | +69.9% | -64.0% | -14.2% |
| 3Y | +16.5% | +84.9% | -68.4% | -8.1% |
| 5Y | +28.5% | +246.4% | -218.0% | -20.5% |
| All | +159.0% | +62.7% | +96.3% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling