+166.9%
RCL vs MGY
+199.8%
-32.8%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.6% |
| 7D | -5.1% | +2.1% | -7.2% | -6.1% |
| 30D | -19.0% | +13.8% | -32.8% | -24.2% |
| 3M | -9.6% | -4.3% | -5.3% | -9.4% |
| 6M | -6.7% | -5.1% | -1.6% | -8.2% |
| YTD | -3.9% | +24.8% | -28.7% | -18.3% |
| 1Y | -25.1% | +11.8% | -36.9% | -33.1% |
| 3Y | +179.1% | +23.5% | +155.6% | +126.4% |
| 5Y | +243.3% | +87.5% | +155.8% | +96.9% |
| All | +166.9% | +199.8% | -32.8% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling