+210.4%
MGY vs RRC
+90.7%
+119.7%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.8% |
| 7D | +3.5% | -1.8% | +5.3% | +4.3% |
| 30D | +5.3% | +2.7% | +2.6% | +4.1% |
| 3M | +2.6% | +8.8% | -6.2% | -0.9% |
| 6M | -3.3% | -1.2% | -2.1% | -2.7% |
| YTD | +29.2% | +17.6% | +11.7% | +20.9% |
| 1Y | +18.0% | +18.4% | -0.4% | +9.7% |
| 3Y | +30.0% | +33.1% | -3.1% | +14.6% |
| 5Y | +92.7% | +148.2% | -55.5% | +32.3% |
| All | +210.4% | +90.7% | +119.7% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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