+166.2%
RCL vs MGY
+206.7%
-40.5%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.3% | -2.6% | -1.3% |
| 7D | -0.5% | -0.9% | +0.5% | -0.1% |
| 30D | -17.3% | +10.1% | -27.5% | -21.4% |
| 3M | -2.8% | -1.5% | -1.3% | -3.9% |
| 6M | -4.4% | -4.9% | +0.5% | -5.9% |
| YTD | -4.2% | +27.7% | -31.9% | -19.4% |
| 1Y | -23.4% | +20.1% | -43.4% | -34.0% |
| 3Y | +179.4% | +24.9% | +154.5% | +125.6% |
| 5Y | +238.8% | +91.6% | +147.2% | +92.4% |
| All | +166.2% | +206.7% | -40.5% | -5.5% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling