+89.0%
MGY vs REPL
-59.3%
+148.3%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.2% |
| 7D | +3.5% | -14.1% | +17.6% | +3.8% |
| 30D | +5.3% | -15.2% | +20.5% | +5.6% |
| 3M | +2.6% | +49.9% | -47.2% | +1.0% |
| 6M | -3.3% | +63.5% | -66.8% | -6.3% |
| YTD | +29.2% | +32.9% | -3.7% | +25.6% |
| 1Y | +18.0% | +115.0% | -96.9% | +12.2% |
| 3Y | +30.0% | -34.7% | +64.7% | +21.6% |
| All | +89.0% | -59.3% | +148.3% | +99.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling