+226.7%
MGY vs RVMD
+622.3%
-395.6%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | +0.2% |
| 7D | +3.5% | -3.0% | +6.5% | +4.0% |
| 30D | +5.3% | -0.7% | +6.0% | +5.3% |
| 3M | +2.6% | +36.5% | -33.9% | -2.2% |
| 6M | -3.3% | +104.6% | -107.9% | -14.8% |
| YTD | +29.2% | +155.8% | -126.6% | +8.2% |
| 1Y | +18.0% | +340.7% | -322.6% | -10.5% |
| 3Y | +30.0% | +519.9% | -489.9% | -12.0% |
| 5Y | +92.7% | +584.9% | -492.3% | +18.3% |
| All | +226.7% | +622.3% | -395.6% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 10y: compounded portfolio wealth divided by compounded RVMD 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…
10y analysis · Full analysis span regression · 6 months rolling