+30.0%
MGY vs RIO
+88.2%
-58.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +3.5% | -3.2% | +6.7% | +4.4% |
| 30D | +5.3% | +0.9% | +4.3% | +4.9% |
| 3M | +2.6% | -1.4% | +4.1% | +2.8% |
| 6M | -3.3% | +10.9% | -14.2% | -8.1% |
| YTD | +29.2% | +31.2% | -2.0% | +13.2% |
| 1Y | +18.0% | +67.9% | -49.9% | -8.2% |
| 3Y | +30.0% | +88.8% | -58.8% | -5.1% |
| All | +30.0% | +88.2% | -58.2% | -5.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 RIO 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