+30.2%
MGY vs REPL
-27.0%
+57.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.4% |
| 7D | +1.5% | -9.6% | +11.1% | +1.6% |
| 30D | +6.8% | +5.7% | +1.1% | +6.7% |
| 3M | +2.6% | +56.4% | -53.8% | +1.2% |
| 6M | -3.1% | +67.4% | -70.6% | -5.1% |
| YTD | +29.4% | +48.7% | -19.3% | +26.8% |
| 1Y | +22.3% | +148.3% | -126.0% | +18.0% |
| All | +30.2% | -27.0% | +57.2% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling