+144.4%
MGY vs REPL
-7.7%
+152.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.8% | +4.1% | +2.4% |
| 7D | -0.9% | -5.7% | +4.8% | -0.6% |
| 30D | +10.1% | +22.5% | -12.4% | +9.0% |
| 3M | -1.5% | +64.7% | -66.1% | -5.7% |
| 6M | -4.9% | +83.0% | -87.9% | -13.4% |
| YTD | +27.7% | +52.0% | -24.3% | +17.2% |
| 1Y | +20.1% | +144.5% | -124.5% | +3.9% |
| 3Y | +24.9% | -25.1% | +49.9% | +3.2% |
| 5Y | +91.6% | -52.9% | +144.5% | +62.0% |
| All | +144.4% | -7.7% | +152.1% | +62.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling