+210.4%
MGY vs ROP
+77.0%
+133.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.5% | -4.6% | +8.2% | +6.0% |
| 30D | +5.3% | -1.7% | +7.0% | +5.9% |
| 3M | +2.6% | +17.1% | -14.4% | -6.6% |
| 6M | -3.3% | +10.9% | -14.1% | -9.8% |
| YTD | +29.2% | -12.1% | +41.3% | +35.8% |
| 1Y | +18.0% | -24.2% | +42.3% | +34.7% |
| 3Y | +30.0% | -20.4% | +50.4% | +41.9% |
| 5Y | +92.7% | -15.4% | +108.1% | +98.6% |
| All | +210.4% | +77.0% | +133.4% | +133.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 ROP 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