+210.4%
MGY vs RMD
+209.7%
+0.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +3.5% | -4.4% | +8.0% | +4.6% |
| 30D | +5.3% | -3.1% | +8.4% | +5.9% |
| 3M | +2.6% | +13.8% | -11.1% | -1.1% |
| 6M | -3.3% | -8.6% | +5.3% | -2.0% |
| YTD | +29.2% | -8.6% | +37.9% | +30.8% |
| 1Y | +18.0% | -19.7% | +37.7% | +23.2% |
| 3Y | +30.0% | +48.4% | -18.4% | +13.3% |
| 5Y | +92.7% | -22.7% | +115.4% | +95.4% |
| All | +210.4% | +209.7% | +0.7% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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