+206.7%
MGY vs RBA
+235.8%
-29.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.0% | +4.3% | +3.0% |
| 7D | -0.9% | -1.1% | +0.1% | -0.6% |
| 30D | +10.1% | -13.2% | +23.3% | +15.1% |
| 3M | -1.5% | -21.4% | +19.9% | +5.4% |
| 6M | -4.9% | -20.9% | +15.9% | +1.2% |
| YTD | +27.7% | -19.9% | +47.5% | +34.5% |
| 1Y | +20.1% | -28.7% | +48.7% | +31.5% |
| 3Y | +24.9% | +27.4% | -2.5% | +9.8% |
| 5Y | +91.6% | +41.7% | +49.8% | +55.2% |
| All | +206.7% | +235.8% | -29.1% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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