+226.1%
MGY vs RVMD
+620.8%
-394.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | 0.0% |
| 7D | +1.8% | -3.6% | +5.4% | +2.3% |
| 30D | +6.5% | -1.1% | +7.6% | +6.6% |
| 3M | +0.3% | +41.0% | -40.7% | -4.8% |
| 6M | -2.4% | +105.7% | -108.1% | -14.1% |
| YTD | +29.0% | +155.3% | -126.3% | +8.0% |
| 1Y | +17.0% | +402.7% | -385.7% | -13.5% |
| 3Y | +26.2% | +533.1% | -506.9% | -15.0% |
| 5Y | +92.3% | +583.5% | -491.2% | +18.2% |
| All | +226.1% | +620.8% | -394.7% | +49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling