+18.0%
MGY vs RL
+8.8%
+9.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.3% |
| 7D | +3.5% | -3.4% | +7.0% | +3.1% |
| 30D | +5.3% | -14.4% | +19.7% | +3.5% |
| 3M | +2.6% | -13.6% | +16.2% | +1.2% |
| 6M | -3.3% | +0.6% | -3.8% | -3.8% |
| YTD | +29.2% | -3.6% | +32.8% | +28.2% |
| 1Y | +18.0% | +8.3% | +9.7% | +11.0% |
| All | +18.0% | +8.8% | +9.2% | +11.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling