+206.7%
MGY vs RVTY
+90.8%
+115.9%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -2.4% | +4.7% | +3.1% |
| 7D | -0.9% | +0.4% | -1.3% | -1.1% |
| 30D | +10.1% | +10.8% | -0.7% | +6.5% |
| 3M | -1.5% | +26.8% | -28.2% | -9.2% |
| 6M | -4.9% | +39.3% | -44.3% | -16.3% |
| YTD | +27.7% | +31.6% | -3.9% | +13.8% |
| 1Y | +20.1% | +47.7% | -27.6% | +2.0% |
| 3Y | +24.9% | +19.9% | +5.0% | +10.5% |
| 5Y | +91.6% | -32.3% | +123.9% | +105.4% |
| All | +206.7% | +90.8% | +115.9% | +92.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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