+161.8%
RCL vs MGY
+210.4%
-48.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.3% | +0.4% |
| 7D | -1.9% | +3.5% | -5.4% | -3.5% |
| 30D | -15.5% | +5.3% | -20.8% | -17.9% |
| 3M | -9.7% | +2.6% | -12.3% | -12.3% |
| 6M | -8.7% | -3.3% | -5.5% | -11.0% |
| YTD | -5.8% | +29.2% | -35.0% | -21.2% |
| 1Y | -24.5% | +18.0% | -42.5% | -34.3% |
| 3Y | +173.9% | +30.0% | +143.9% | +116.7% |
| 5Y | +228.0% | +92.7% | +135.3% | +85.9% |
| All | +161.8% | +210.4% | -48.6% | -7.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling