-25.1%
RCL vs MGY
+15.5%
-40.6%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.6% |
| 7D | -5.1% | +2.1% | -7.2% | -4.4% |
| 30D | -19.0% | +13.8% | -32.8% | -15.5% |
| 3M | -9.6% | -4.3% | -5.3% | -9.9% |
| 6M | -6.7% | -5.1% | -1.6% | -9.0% |
| YTD | -3.9% | +24.8% | -28.7% | -10.5% |
| 1Y | -25.1% | +11.8% | -36.9% | -30.4% |
| All | -25.1% | +15.5% | -40.6% | -30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MGY.
Daily Out/Under-Performance
Portfolio return minus MGY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MGY 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 1y: compounded portfolio wealth divided by compounded MGY 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…
1y analysis · Full analysis span regression · 6 months rolling