+210.4%
MGY vs RNG
+85.8%
+124.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +3.5% | -6.1% | +9.6% | +4.2% |
| 30D | +5.3% | +9.6% | -4.3% | +4.2% |
| 3M | +2.6% | +83.3% | -80.7% | -4.3% |
| 6M | -3.3% | +77.9% | -81.2% | -10.1% |
| YTD | +29.2% | +139.9% | -110.7% | +14.9% |
| 1Y | +18.0% | +121.7% | -103.6% | +5.7% |
| 3Y | +30.0% | +121.9% | -91.9% | +13.5% |
| 5Y | +92.7% | -68.4% | +161.0% | +95.0% |
| All | +210.4% | +85.8% | +124.6% | +145.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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