+209.8%
MGY vs RUN
+21.2%
+188.6%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.1% |
| 7D | +1.8% | -3.4% | +5.2% | +2.2% |
| 30D | +6.5% | -14.0% | +20.5% | +8.2% |
| 3M | +0.3% | -27.5% | +27.8% | +3.4% |
| 6M | -2.4% | -29.0% | +26.6% | -0.2% |
| YTD | +29.0% | -53.1% | +82.1% | +36.7% |
| 1Y | +17.0% | -46.7% | +63.8% | +20.5% |
| 3Y | +26.2% | -38.3% | +64.5% | +7.1% |
| 5Y | +92.3% | -80.7% | +173.0% | +82.7% |
| All | +209.8% | +21.2% | +188.6% | +86.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling