+210.4%
MGY vs RL
+450.7%
-240.3%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | -0.1% |
| 7D | +3.5% | -3.4% | +7.0% | +5.0% |
| 30D | +5.3% | -14.4% | +19.7% | +12.2% |
| 3M | +2.6% | -13.6% | +16.2% | +8.3% |
| 6M | -3.3% | +0.6% | -3.8% | -7.1% |
| YTD | +29.2% | -3.6% | +32.8% | +25.8% |
| 1Y | +18.0% | +8.3% | +9.7% | +8.3% |
| 3Y | +30.0% | +204.8% | -174.8% | -32.0% |
| 5Y | +92.7% | +232.9% | -140.3% | -8.9% |
| All | +210.4% | +450.7% | -240.3% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 10y: compounded portfolio wealth divided by compounded RL 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…
10y analysis · Full analysis span regression · 6 months rolling