+9.5%
MGY vs REPL
+125.1%
-115.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.2% | -5.4% | -5.2% |
| 7D | -12.1% | +28.8% | -40.9% | -12.3% |
| 30D | -2.6% | +57.3% | -60.0% | -3.1% |
| 3M | -4.2% | +73.6% | -77.8% | -4.9% |
| 6M | -23.9% | +582.8% | -606.8% | -25.4% |
| YTD | +8.8% | +112.9% | -104.0% | +10.5% |
| 1Y | +9.5% | +130.7% | -121.2% | +9.2% |
| All | +9.5% | +125.1% | -115.7% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 1y: compounded portfolio wealth divided by compounded REPL 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…
1y analysis · Full analysis span regression · 6 months rolling