+30.2%
MGY vs RL
+198.9%
-168.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.3% | +4.7% | +1.9% |
| 7D | +1.5% | -0.3% | +1.8% | +1.5% |
| 30D | +6.8% | -17.5% | +24.4% | +10.5% |
| 3M | +2.6% | -14.0% | +16.6% | +5.0% |
| 6M | -3.1% | -2.0% | -1.1% | -4.7% |
| YTD | +29.4% | -4.6% | +34.0% | +27.8% |
| 1Y | +22.3% | +9.5% | +12.8% | +15.4% |
| All | +30.2% | +198.9% | -168.7% | -7.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling