-15.2%
RDW vs MGY
+10.4%
-25.6%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MGY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.8% | +0.6% | -20.5% | -19.7% |
| 7D | -32.4% | -10.3% | -22.1% | -33.8% |
| 30D | -41.7% | -1.8% | -40.0% | -41.6% |
| 3M | -42.3% | -0.1% | -42.1% | -41.5% |
| 6M | -28.8% | -22.8% | -6.0% | -28.3% |
| YTD | -18.6% | +9.5% | -28.1% | -32.9% |
| 1Y | -15.2% | +12.6% | -27.8% | -33.3% |
| All | -15.2% | +10.4% | -25.6% | -33.3% |
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