+209.8%
MGY vs RNG
+86.1%
+123.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.5% | -0.2% |
| 7D | +1.8% | -9.6% | +11.4% | +2.8% |
| 30D | +6.5% | +8.8% | -2.3% | +5.5% |
| 3M | +0.3% | +78.6% | -78.3% | -6.2% |
| 6M | -2.4% | +70.3% | -72.7% | -8.8% |
| YTD | +29.0% | +140.3% | -111.4% | +14.6% |
| 1Y | +17.0% | +126.6% | -109.6% | +4.5% |
| 3Y | +26.2% | +120.2% | -94.1% | +10.3% |
| 5Y | +92.3% | -68.3% | +160.6% | +94.6% |
| All | +209.8% | +86.1% | +123.7% | +145.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling