+29.8%
MGY vs RRC
+31.5%
-1.7%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.5% |
| 7D | +1.8% | -1.2% | +3.0% | +2.5% |
| 30D | +6.5% | +3.0% | +3.5% | +4.5% |
| 3M | +0.3% | +7.3% | -7.0% | -4.0% |
| 6M | -2.4% | +3.6% | -5.9% | -4.5% |
| YTD | +29.0% | +19.4% | +9.6% | +15.6% |
| 1Y | +17.0% | +21.4% | -4.4% | +2.9% |
| All | +29.8% | +31.5% | -1.7% | +3.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling