+89.0%
MGY vs RNG
-68.4%
+157.4%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +3.5% | -6.1% | +9.6% | +4.1% |
| 30D | +5.3% | +9.6% | -4.3% | +4.2% |
| 3M | +2.6% | +83.3% | -80.7% | -4.1% |
| 6M | -3.3% | +77.9% | -81.2% | -9.9% |
| YTD | +29.2% | +139.9% | -110.7% | +15.0% |
| 1Y | +18.0% | +121.7% | -103.6% | +5.8% |
| 3Y | +30.0% | +121.9% | -91.9% | +13.3% |
| All | +89.0% | -68.4% | +157.4% | +87.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling