-2.4%
MGY vs RNG
+66.0%
-68.4%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.4% |
| 7D | +1.8% | -9.6% | +11.4% | +1.3% |
| 30D | +6.5% | +8.8% | -2.3% | +7.0% |
| 3M | +0.3% | +78.6% | -78.3% | +2.6% |
| 6M | -2.4% | +70.3% | -72.7% | +1.0% |
| All | -2.4% | +66.0% | -68.4% | +1.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling