+89.0%
MGY vs RRC
+142.3%
-53.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +1.2% |
| 7D | +3.5% | -2.0% | +5.6% | +4.7% |
| 30D | +5.3% | +2.4% | +2.9% | +3.8% |
| 3M | +2.6% | +8.6% | -5.9% | -2.1% |
| 6M | -3.3% | -1.4% | -1.9% | -2.6% |
| YTD | +29.2% | +17.3% | +11.9% | +17.7% |
| 1Y | +18.0% | +18.1% | -0.1% | +6.4% |
| 3Y | +30.0% | +32.8% | -2.8% | +7.5% |
| All | +89.0% | +142.3% | -53.2% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling