+199.8%
MGY vs RL
+470.4%
-270.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.0% | -3.5% | -2.4% |
| 7D | +2.1% | -0.8% | +2.9% | +2.3% |
| 30D | +13.8% | -7.8% | +21.6% | +17.6% |
| 3M | -4.3% | -4.0% | -0.3% | -3.7% |
| 6M | -5.1% | -1.9% | -3.2% | -7.6% |
| YTD | +24.8% | -0.2% | +25.0% | +19.8% |
| 1Y | +11.8% | +10.7% | +1.1% | +1.9% |
| 3Y | +23.5% | +210.8% | -187.2% | -35.8% |
| 5Y | +87.5% | +238.2% | -150.7% | -11.7% |
| All | +199.8% | +470.4% | -270.6% | +28.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling