+210.4%
MGY vs RRX
+135.4%
+75.0%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.5% | -1.3% |
| 7D | +3.5% | -0.3% | +3.9% | +3.6% |
| 30D | +5.3% | -6.1% | +11.4% | +7.9% |
| 3M | +2.6% | -23.1% | +25.7% | +11.7% |
| 6M | -3.3% | -19.5% | +16.2% | -0.6% |
| YTD | +29.2% | +16.1% | +13.2% | +8.6% |
| 1Y | +18.0% | +12.9% | +5.1% | -0.5% |
| 3Y | +30.0% | +7.9% | +22.1% | +4.2% |
| 5Y | +92.7% | +19.1% | +73.6% | +38.1% |
| All | +210.4% | +135.4% | +75.0% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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