+89.0%
MGY vs ROP
-16.2%
+105.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +3.5% | -4.6% | +8.2% | +5.1% |
| 30D | +5.3% | -1.7% | +7.0% | +5.7% |
| 3M | +2.6% | +17.1% | -14.4% | -3.6% |
| 6M | -3.3% | +10.9% | -14.1% | -7.5% |
| YTD | +29.2% | -12.1% | +41.3% | +35.0% |
| 1Y | +18.0% | -24.2% | +42.3% | +31.5% |
| 3Y | +30.0% | -20.4% | +50.4% | +40.8% |
| All | +89.0% | -16.2% | +105.2% | +93.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling