+210.8%
MGY vs ROP
+77.8%
+133.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +2.0% |
| 7D | +1.5% | -6.1% | +7.6% | +4.7% |
| 30D | +6.8% | -3.4% | +10.2% | +8.4% |
| 3M | +2.6% | +16.7% | -14.1% | -6.5% |
| 6M | -3.1% | +8.1% | -11.2% | -8.4% |
| YTD | +29.4% | -11.7% | +41.1% | +35.7% |
| 1Y | +22.3% | -24.2% | +46.5% | +39.6% |
| 3Y | +26.6% | -19.0% | +45.5% | +36.7% |
| 5Y | +92.1% | -15.9% | +108.0% | +98.9% |
| All | +210.8% | +77.8% | +133.0% | +133.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling