+30.0%
MGY vs RUN
-39.0%
+69.0%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.2% |
| 7D | +3.5% | -3.7% | +7.3% | +3.7% |
| 30D | +5.3% | -13.0% | +18.3% | +5.9% |
| 3M | +2.6% | -31.8% | +34.4% | +4.3% |
| 6M | -3.3% | -32.2% | +28.9% | -2.1% |
| YTD | +29.2% | -53.5% | +82.7% | +32.7% |
| 1Y | +18.0% | -46.5% | +64.6% | +19.5% |
| 3Y | +30.0% | -37.6% | +67.6% | +17.7% |
| All | +30.0% | -39.0% | +69.0% | +17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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